I'm not sure I get the LGPL problem.
The usual way to handle that is to link dynamically, put the license in your project and you're done.
You're not hiding the fact you are using it, you provided the license and you didn't change the code.
Of course, what I'm not sure about is how this works with Urho3D's way of coming with its own "custom" dependencies... Maybe you mean that could be an issue?
I remember from having implemented OpenAL soft that it is indeed quite some work and you indeed have to kind of base your sound approach on the idea of "environments".
You don't set audio effects on a single audio source, but more on the audio "world".
It wasn't a nice thing to implement, and I'm afraid as long as my project doesn't need it (and at least the first won't), its more logical for me to not attempt this.
Too bad SDL is limited that way