Not an audiobook, but the best book I've seen on the topic is Gillian B. Fleming's Juana I: Legitimacy and Conflict in Sixteenth-Century Castile (Palgrave Macmillan). I used it as a source for this answer on her relationship to her children, and I also recommended it in the Christmas book rec thread. It's a phenomenal book that cuts through misconceptions by critically examining the primary sources that have often been taken as factual and putting Juana's actions into context.