run 2 commands at the same time ?

[Gribouillis]

You can start the process with the subprocess.Popen() constructor. No thread is needed as you are running an external process.

import subprocess as sp
 
while True:
    i = (i + 1)
    date = datetime.now().strftime('%d-%m-%y %H-%M-%S')
    print(i, date)
    select = input('Press 1 to send random MP3 \n\r')
    if select == '1':
        with sp.Popen([
            "mpg123", "-o", "alsa:hw:2,0",
            random.choice(TestSound)]) as proc:
            sleep(0.2) # small delay perhaps 
            Check_Voltage()
    else:
        print ('no sound will play , wait for next time! ')
        sleep(5)