Scripture reference issues

Audio filesize looks like this for me in backend:
 

In frontend it should automatically convert the bytes into a readable format. See for example  www.sermonspeaker.net/listings/sermons/s...ebendige-wasser.html

For externally hosted files, the lookup indeed will not work as your servers PHP will not have direct access to those files.
In case of archive.org, where you don't have a direct link to the file, it will not be possible to use an own player. Any other player will need a link to the file to actually play the file. So you're stuck with the embedded one indeed.
However SermonSpeaker doesn't really care if you have an audio file assigned. You can create a sermon without any files perfectly fine. If it doesn't show, you may check your menu item settings. There is an option to filter by file type. If you have that parameter set, it will only show sermons which actually have an audio (or video) file assigned.
You can also create a category for all those member-only sermons and restrict that category to a certain usergroup. Then those "private" sermons will not be shown to the public, but to your members if they're logged in.