What I used to do... idk if it still works though, is join an offline game, and type:
sv use_steam_voice 0
sv allow_voice_from_file 1
then go out of the offline and join that server. Btw, what's the server ip? cause I haven't seen any HLDJ enabled servers in a long time.
EDIT: also, make sure you type the "la" then type the number for the file.
like:
la
1
(play sound button)