We study example-level private supervised speech classification under a practical release constraint: training may access privileged side information, but the released model must be audio-only. This setting is important because speech systems can often exploit richer side information during development, whereas deployment and release require a lightweight unimodal model with auditable privacy guarantees. Using DP-SGD on the private dataset $D_{\text{priv}}$, we identify a strong-privacy failure mode ($ε\le 1$) on imbalanced tasks, where training may collapse to a near single-class predictor, a phenomenon that overall accuracy can obscure. We therefore emphasize Macro-F1, balanced accuracy, and a simple collapse diagnostic. This failure is especially problematic in our release setting because a collapsed private teacher cannot provide useful supervision for the downstream audio-only student. To address this setting under strong privacy, we propose a two-stage protocol: (i) train a (possibly multimodal) DP teacher on $D_{\text{priv}}$, and (ii) distill an audio-only student on a fixed, recording-disjoint auxiliary dataset $D_{\text{aux}}$ using one-shot offline teacher probability outputs, releasing only the student. The DP guarantee applies only to $D_{\text{priv}}$; we make no DP claim for $D_{\text{aux}}$, and privacy of the released student with respect to $D_{\text{priv}}$ follows by post-processing. We frame this setting as involving four coupled bottlenecks: speech-induced optimization instability under DP-SGD, minority-class erosion under clipping and noise, teacher over-reliance on privileged modalities unavailable at deployment, and train--deploy modality mismatch. We address them with a DP-stabilizing acoustic front-end (DSAF), minibatch-adaptive bounded loss reweighting (AW-DP), privileged-modality dropout, and offline teacher-to-student distillation.