Do Fuses make a difference ib sound?

No.

    I'm going to answer your question from the other side as I have not experimented with audiophile fuses.  I had been researching the topic when I came across posts, here, about slugs, rods of solid metal, in place of fuses and I went down that avenue because I could just see me losing my s$!t if I blew up a fuse that had I paid hundreds of dollars for.  

   Now, I've posted about my findings several times and received a lot of pushback regarding the dangers of doing this.  I'm fine with the risk and find the benefits quite substantial, on the level of a significant component upgrade.  I use slugs in a Bel Canto DAC 2.8, Bel Canto CD-3t transport, and a pair of Red Dragon S-500 in vertical biamp (not bridged) and can't imagine going back to an obviously less detailed sound with a loss of precision in image specificity and depth.  Tonally, the slugs can be a good thing or can cause some damage.  I've experimented with several different metals, all clearly having their own sound.  It's actually pretty shocking just how BAD the stock fuses sound.  

Definitely yes. They are also directional. Just turn yours 180 degrees and see whether you can tell the difference. If you can try the Digital Fuse Box,

Potentially burning the house down as another poster seems to recommend seems to me a matter of personal preference, though

I swapped out a bunch of fuses in amp, preamp, streamer, DAC and DDC in main rig which is pretty resolving.  I couldn’t tell much of a difference, if any.

It will be hard to test in a way that keeps you "blind" to the outcome. So, it will come down to your own ability to distance your perception from your preconceptions and desires. Good luck!