In time-critical eXtended reality (XR) scenarios where users must rapidly reorient their attention to hazards, alerts, or instructions while engaged in a primary task, spatial audio can provide an immediate directional cue without occupying visual bandwidth. However, such scenarios can afford only a brief auditory exposure, requiring users to interpret sound direction quickly and without extended listening or head-driven refinement. This paper reports a controlled exploratory study of rapid spatial-audio localization in XR. Using HRTF-rendered broadband stimuli presented from a semi-dense set of directions around the listener, we quantify how accurately users can infer coarse direction from brief audio alone. We further examine the effects of short-term visuo-auditory feedback training as a lightweight calibration mechanism. Our findings show that brief spatial cues can convey coarse directional information, and that even short calibration can improve users' perception of aural signals. While these results highlight the potential of spatial audio for rapid attention guidance, they also show that auditory cues alone may not provide sufficient precision for complex or high-stakes tasks, and that spatial audio may be most effective when complemented by other sensory modalities or visual cues, without relying on head-driven refinement. We leverage this study on spatial audio as a preliminary investigation into a first-stage attention-guidance channel for wearable XR (e.g., VR head-mounted displays and AR smart glasses), and provide design insights on stimulus selection and calibration for time-critical use.