It seems that there is some problem with the audio...the last word is completely off
It honestly sounds good to me.
To me it sounds as görare, must train my ears
That's basically the correct pronunciation in common speech, so I give your ears an A+ in that case. :)
Jag har alltid velat att göra det
No, att doesn't work with vilja. (In the sense of "to", that is - it does work in the sense of "that".)
But with other verbs we use "att" at this time-Perfekt?
It depends on the verb - you don't use it with modals, and for others it is either mandatory or optional, with no rules governing which is which.
Could this sentence also mean "I always have hesitated to do it" (from "att vela")?
No, you either just vela by itself, or you velar mellan two (or more) things.
could you not say jag har alltid ville göra det?
No, ville is the past tense in Swedish. English often uses the same form for those, but compare with another verb like "eat" - it would sound like "I have ate" instead of "I have eaten".