Oh no I didn't explain correctly the whoop there are too kinds in a conversation. sending and receiving. those are the only sounds I'm getting I understand I can not change the sending. I was trying to see if I could get the sound I selected on the menu to play when I receive a text.
Okay, so you have picked a text tone, for example:

(thumbnail, click to expand)
And when you go to your Contacts, pick any contact, tap on Edit, and scroll down to where it says "Text Tone", is it set to "Default"?
And still, you're not hearing the text tone you select?
ADDENDUM: If you are still in the same conversation screen that is currently taking place when a new text message comes in (from that same person), then yes, there is only one sound it will play... the "receive" version of the "WOOOOooooop" that you hear when you send a message. You only hear the custom text tone if you're not still in the same conversation with the person you're already texting, or if you're doing something else on your phone (checking your mail, for example). For example, text yourself at your own phone number, and don't navigate away from that screen. You will hear the same "WOOOOOoooooop" because you're already in that conversation, and NOT the custom text tone you selected.