My hindi teacher explained that if there is "ha" letter in the word, it makes all "a" sounds around it to be "e". And that's a rule. Hope my explanation makes sense.
It says something like महना for महँगा, the audio doesn't sound right to me, but it might be an exception I am not aware of as well
You should put this word - expensive - on google translate and hear how it is said in हिंदी.
My wife (a native Hindi speaker) says it like mehenga and the "gh" sound is definitely present. The audio on this one sounds incorrect.
The audio is incorrect. I don't know if my Romanization will be of any help but this sounds more like "mehunga" (wrong!) instead of "mehenga" (right). Remember that 'महंगा' has a bindu (dot) called an अनुस्वार (anusvar) over the ह, making it a more nasal sound.