When you reference Data\Audio\SFX\<your_file> I think it's looking in %modfolder%\Data\Audio\SFX. Maybe you could check for that?
-MODFILES always take precedence over game files if they are present. Make sure you don't have anything else that might be causing a conflict.
-I don't think you're supposed to connect the weapons SFX to the unit- for mine, I connected it to the hardpoint that fired the weapon, then connected the hardpoint to the unit.
-Make sure there's only one "GUN_CIS_FIRE.wav" in your \...\SFX\ directory
-Your units should be referencing your sound by its SFXEvent name, not its filename (e.g. under HardPoints.xml: <Fire_SFXEvent>Unit_CIS_Ship_Laser_Fire</Fire_SFXEvent> in your case.)
-Reference the hardpoint, not the unit(at least not directly)
-Reference by its event name, not its file name (necessarily)
-your sound file should be in %your_mod%\Data\Audio\SFX\
-Make sure your preset is defined
-make sure you don't have a duplicate sound file in your SFX directory
-make sure you aren't defining your event more than once
I don't know if that helps, but at least I tried