Energy in physics feels analogous to money in economics. Is a manmade medium of exchange used for convenience. It is the exchange medium between measureable physical states/things.
Is energy is real in the same way money is? An incredibly useful accounting trick that is used so frequently it feels fundamental, but really it’s just a mathmatical convenience?
Small aside: From this perspective ‘conservatipn of energy’ is a redundant statement. Of course energy must be conserved or else the equations are wrong. The definition of energy is it’s conservation.
Electricity and sound are actual physical phenomena though, as in the arrangement or movement of atoms and electrons. Does energy have some sort of “matter”?
Those physical phenomena are the manifestation of the transfer of energy between systems. Electrons carry charge (a fundamental force, like gravity, which transfers energy through the system) through conduits and sound carries air pressure fluctuations (force per unit area, transferring energy through the system) through the air.
Energy, in the mechanical sense, is “the ability to do work” (where work is defined as the ability to move a mass over a distance, i.e.: Force = Mass * Acceleration). The situations you described can be ultimately represented by fundamental physical principles like F=ma. Energy may be described as the medium through which matter interacts with other matter, but energy does not, itself, have matter. Though my academic background is more in the realm of mechanical physics; there may be some newfangled theoretical energy-mass superposition concept that I’m unaware of.