This is what the directory structure looks like in my library. You may want to search your hard drives for one of the files in this list.
Spoiler:
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\01 - 3DRealms - Duke Kicks Ass (Duke Nukem II) .mp3
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\02 - 3DRealms - On The Range _ Duke Nukem II Theme.mp3
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\03 - 3DRealms - Major Stryker Medley.mp3
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\04 - 3DRealms - Chasing (Bio Meance).mp3
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\05 - 3DRealms - Stargunner Medley.mp3
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\06 - 3DRealms - Aliens Of Gold (Blake Stone Theme).mp3
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\07 - 3DRealms - Alien Carnage (Halloween Harry).mp3
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\08 - 3DRealms - Dream (Wacky Wheels).mp3
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\09 - 3DRealms - Shadow Warrior Theme.mp3
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master FLAC
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master WAV24bit
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master.m3u
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\AlbumArtSmall.jpg
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\AlbumArtwork.jpg
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\Folder.jpg
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\Thumbs.db
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master FLAC\01 - 3DRealms - Duke Kicks Ass (Duke Nukem II) .flac
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master FLAC\02 - 3DRealms - On The Range _ Duke Nukem II Theme.flac
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master FLAC\03 - 3DRealms - Major Stryker Medley.flac
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master FLAC\04 - 3DRealms - Chasing (Bio Meance).flac
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master FLAC\05 - 3DRealms - Stargunner Medley.flac
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master FLAC\06 - 3DRealms - Aliens Of Gold (Blake Stone Theme).flac
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master FLAC\07 - 3DRealms - Alien Carnage (Halloween Harry).flac
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master FLAC\08 - 3DRealms - Dream (Wacky Wheels).flac
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master FLAC\09 - 3DRealms - Shadow Warrior Theme.flac
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master FLAC\3DRealms Compilation Master.m3u
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master WAV24bit\01 - 3DRealms - Duke Kicks Ass (Duke Nukem II) .wav
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master WAV24bit\02 - 3DRealms - On The Range _ Duke Nukem II Theme.wav
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master WAV24bit\03 - 3DRealms - Major Stryker Medley.wav
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master WAV24bit\04 - 3DRealms - Chasing (Bio Meance).wav
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master WAV24bit\05 - 3DRealms - Stargunner Medley.wav
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master WAV24bit\06 - 3DRealms - Aliens Of Gold (Blake Stone Theme).wav
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master WAV24bit\07 - 3DRealms - Alien Carnage (Halloween Harry).wav
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master WAV24bit\08 - 3DRealms - Dream (Wacky Wheels).wav
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master WAV24bit\09 - 3DRealms - Shadow Warrior Theme.wav
E:\SteamLibrary\SteamApps\common\Alien Carnage Halloween Harry\soundtrack\3DRealms Compilation Master WAV24bit\3DRealms Compilation Master.m3u
If this turns up no results, I can only suggest trying Steam's "verify integrity of game cache" feature on the Alien Carnage entry, and uninstalling/reinstalling the Anthology.