Can we have audio and video materials in communications and in the private sections of the website without them being stored elsewhere?

Without being stored elsewhere would mean that you store those audio and video materials on the Console. The only way to do this is to upload them in notes/entries made in the Client Log. But keep in mind that the clients would not be able to listen to or watch them in the Console. They would need to download the audio and video contents that you upload and listen to/watch them on their local computers with appropriate software.

So, it is actually more advantageous to use external storage for your audio and video materials (like AudioAcrobat and Freeconferencecall.com for audio recordings, and YouTube or Vimeo for video recordings) and only provide in the Console the corresponding link to those recordings (or embed them with the codes) that AudioAcrobat, YouTube, Vimeo and other such online platforms provide.