Re: Anyone has experience of audio in Unity game engine?
Unity is a funny thing. You can do anything in it, as long as you are willing to code it yourself. FMod and WWise are the middleware commonly used by larger game studios, and most everyone else that can afford them (or scoot by with a small amount of audio objects). This is largely due to the fact that the Unity team has no idea what audio is and how audio professionals might want to work, and developing your own middleware is expensive enough that only AAA-studios can afford to do that.
For your particular problem however, Unity *does* listen to audio objects ending, so a fairly implementable solution (assuming your audio loops are the same length, I.E 4 bars at a given BPM) would be to have a "master" that loops and whenever it finishes it restarts itself and starts all the other loops that the game state would permit. It will require coding, but not all that much of it.
I can share your pain however. I had a school project making a game in Unity once, and I'm certain that I spent well over 60% of the time trying to figure out how Unity handles audio and coding than actually making audio assets, and then another 30% on actually handling project management stuff (keeping up-to-date on Trello etc).
Still, it's rewarding if you have the time to sink into it. Then again, any industry job as an audio guy will probably require expertise in the two above-mentioned middleware programs (or at least one) anyway, and apart from technical audio work you will probably be able to scoot on with that alone.