I really like your project! I see neat bonus content if you press the right arrow. First, I looked at your code to see if the "say" command was placed on the sprite you were trying to get to talk. I didn't see any problems there, but enjoyed looking through your code. However, I did find what might be a sneaky piece of code that has jumped off of its home in one of your sprites, it is a command to play a note (shown in pic). Since it does not have an event command or custom command to control it, it won't play unless someone clicks to see inside, finds it, and clicks on it to get it to play. If you want it to play with your intro somewhere, try just dragging it into place. Sometimes, I have had code jump out of my code when I am editing it and sometimes I have forgotten to put code back in I took out to edit other code. This isn't causing your issue, but maybe this help if you meant for the note to play:
For the life of me, I couldn't figure out what was causing this. I began to suspect you had found some wild bug. Then, I remembered an issue I got once where the movement of one of my sprites seemed off. It turned out, I had accidentally left in some graphics on the far edge of the sprite. When Scratch tried to estimate my sprite's costume's size and shape it used any graphics on the far edge in part to reference.
Scratch will try to figure out the size and shape of your sprite based on the outermost pixels that are not transparent and will take such into account when doing things like center of rotation for a sprite, where text bubbles should appear, where the boundaries of the sprite are when touching other things, etc.
It looks like you might have accidentally clicked in the top left of your sprite's costume at one point when editing it. There is a tiny black square of some sneaky pixels in your image. You wouldn't believe how many times I have accidentally clicked pixels into my costumes and had things like this happen. If you edit your costume, you can erase them out and it should fix it! I tried it and it worked for me, but you seem like you can handle it so I didn't remix it. Keep us updated if you have more trouble or need more help:
Nice project, again!