To play a single note (frequency 173.5 Hz) for 5 seconds, use:
> play -n synth 5 sin 347
To save the note to a mp3 file (called note.mp3) use:
> sox -n note.mp3 synth 5 sin 347
The SoX command to play two notes with frequencies of 347 and 357 Hz is:
> play -n synth 15 sin 347 sin 357
and to make an mp3 file use:
> sox -n beat_10.mp3 synth 15 sin 347 sin 357
It may be a good idea to get rid of pygame in generating tones of any kind, mostly CTCSS.
Examples from http://montessorimuddle.org/2012/04/19/generating-and-saving-tones-with-sox/ :