This is not a SIP TIM related issue but more an application development issue. For more details please refer to Microsoft documentation and related support resources. But here is an outline which you can follow. Please treat this helpful application development hint rather than a full fledged description of the solution. It is provided as is.

In your supervised transfer .ascx file ( assuming you are using the sample code from the Microsoft site )...

Just before the other speech:SmexMessage tags add a tag like this:

<salt:prompt id="mypromptid" oncomplete="restartonholdprompt()" href="./onholdmusic.mu.wav">
  <salt:content href="./onhold_music.wav" />
<salt:prompt>

This basically defines a prompt object with an id mypromptid and an oncomplete handler.

In the ConsultationMessage_Onclientreceive function, when you get the held event, start the prompt with:

mypromptid.Start();

Also in your oncomplete handler add the call:

mypromptid.Start()