Threatening sound part of HSIYB?

I haven’t done much of the threatening sounds part of the How Smart is Your Baby? with my girl (7 weeks today). And so far she hasn’t shown any reaction to sounds, She hasn’t responded to the blocks of airhorn yet. . But today I was watching a 2yo sing the blues and as soon as I turned on the sound my girl started crying. So I turned off the sound and comforted her. Not realizing it was because of the sound.
Then turned on the sound of the video again, and she immediately cried again. I repeated this a couple of times and every time she responded with a cry.
So from now on I am going to use this video.

Are there others who have a problem getting a reaction from there little one when the hear a threatening sound?

We started a modified Doman program with our then newborn. My son barely a few weeks old and he didn’t respond to loud clapping sounds. We were worried and had his hearing tested (it wasn’t fun btw) and his hearing turned out to be normal. He is two now and is a very light sleeper. IMHO, he must have tuned out the clapping because he was probably tired from all the other stimuli. Also, the point of the exercise is to test and hone hearing. So if that blues video makes it possible, then you are on the right track I suppose.