I have tried these options, of course.
I have experienced that it's something in the mirc.ini.
When I discovered that I couldn't get it to work I asked a friend of mine to send me his mirc.ini.
The result was, that both Flash on Query and Beep on Query worked again, but the themes I used before were disabled, too.
I forgot to mention that I'm using version 6.21, but also tried 6.3 and got the same problems.
When I have no theme installed, i both options work. Once I load a theme addon and load a theme with it, they stop working. Once unloaded it works again.
Quite sure it's caused by the themes.