which serial command is used to communicate with the Module? Table 3.1 "serial communication format" has 2 sets of commands. There is "CMD Command" and "Reference instruction". w...

for this voice prompt module: In a single microPython script using UART , I send the “Specify volume level” command and then I send a command to play each of a sequence of tracks. all are done in a single python script.
The first track I specify to play is silent, no matter what track I specify as the first to be played. If I do not execute the set volume command first, all tracks are played including the 1st that I specify.

I have a early working draft in micropython code with a Raspberry Pi Pico. My draft plays tracks in order, where the inital track can be specfied and the volume can be set. I have loaded 2 additional mp3 tracks after the 2 factory installed tracks. Data returned from the MP3 module says "checksum erro" but I see no problems in excecuting the script.

You should send Reference instruction, CMD is just the function byte.
As you can see that the second byte of each "Reference instruction" is the CMD.

May I ask if you are also connecting the U+U- to your computer at the same time as you are playing it?
The correct playback procedure should be to connect only 5V and GND, then P1 to GND.
If U+U- is still connected to the PC, the module will not play any sound.