This addresses the OpenAL issue and audio issue 0x2 on startup.
In the rare event that audio issue error 0x2 continues to happen there is a simple fix:
Go to the Blinded by Fear Steam directory and delete OpenAL32.lib and OpenAL32.dll
This is located at -> C:\Program Files (x86)\Steam\steamapps\common\BlindedbyFear
This depends on what drive you have installed steam. In the above example it is drive C. It may be a different drive for you.