Disguise Multi-Page site as Single Page

I'm building a site that needs the audio element on the page to be persistent and keep playing when the user clicks on any navigation item. It's located in the header so I want that to be sticky too.

One of the solutions I want to implement is converting my multi page site to a single page so that if the user clicks on any navigation item on the surface it looks they're on a new page (url at the top changes too) but they actually aren't.

Is this possible? Is there something easier I can do to solve the issue?