The processor can only do one thing at the time. It can't exectute two SOUND commands simultanously no matter where you place them.
If you put a SOUND command in ONE interrupt handler that SOUND command will block all other interrupts while executing unless one of the other interrupts have a higher priority* than the one currently executing, in which case the one currently executing will be "halted" untill the ISR with higher priority is finished.

* PIC18 have two interrupt priorities.

You could use a PIC with multiple PWM modules and something like a 1ms background tick to turn them on/off.

EDIT: Richard beat me to it....