I'll leave this topic in this section of the forum as it is almost certainly not an Audacity issue.
You have certainly been trying, and this is a weird problem.
Let's cover a few basics first;
CD's must use audio that is in the format "16 bit stereo 44100Hz PCM WAV"
CD's are limited to 99 tracks (no problem here

)
There should be a 2 second pause between tracks (for strict Red Book compliance, but it is extremely common for CD's to not have this pause and I have never ever seen this cause a problem)
CD-R's must be used and they must be recorded in "audio CD" format rather than as a "data" disk.
Total capacity should not exceed 74 minutes. (greater capacity is possible with some CD's but can cause compatibility problems).
I'm assuming that all of the above have been checked already.
Now if all the tracks (in WAV format) play correctly on the computer,
and they are all in
44100Hz 16bit stereo PCM WAV format, then we can probably rule out the audio files being the culprit.
You can check the file formats by right clicking on the files and selecting "file properties" - on one of the tabs it will tell you what the audio format is - I think it is on the last tab in the "Advanced" section).
It seems that it is unlikely to be the CD's as you have tried different ones and are having the same problem.
What we seem to be left with are:
The CD player,
The CD writer,
The CD burning software.
Does your CD player play other CD-R disks correctly?
Does your new CD-R play correctly on other CD players?
What CD burning software are you using?
How many tracks are there on your new CD? 16 tracks?
Try ripping a good quality commercial CD (If you do not have a CD ripping program, "Exact Audio Copy" and "C-Dex" are free Windows programs that will do this). Choose a CD that is free of scratches and has a similar number of tracks to your Christmas CD. Then burn a copy of that CD in the same way that you have been trying to make your CD. Does this copy play on your CD player?
Do you have access to another computer? If so, try burning your Christmas CD on that.