So I am going back to this game due to the mandalore video and I can't get EAX to work like he does in his video. He links to Creative ALchemy Universal, it even recognized Thief Deadly Shadows right away, but in game EAX doesn't work.

OpenAl Soft should get EAX working.

You can install or use the fallout 3 mod over a nexus.

https://openal-soft.org/

installing:

https://www.pcgamingwiki.com/wiki/Glossary:Surround_sound#OpenAL

With the Fallout 3 mod all you have to to is copy dsoal-aldrv.dll and dsound.dll to where Thief 3 exe is.

https://www.nexusmods.com/fallout3/mods/23078/?tab=files

The Fallout 3 mod comes with a outdated version of openal soft but all you have to do to update is download the latest version from openal-soft.org and copy the the win 32 soft_oal.dll to thief exe location and rename to dsoal-aldrv.dll.