@Belibat

Here is the script. You can choose a folder where your files are located. Sound Forge will try to open each file in the folder and all its subfolders and try to run the 'Graphic Fade' effect with the presets '-6 dB exponential fade in' and '-6 dB exponential fade out' in the first and last 3ms at the beginning and the end of the file.

Be careful and do not use this script without a backup of your files, just to be on the save side. Do not select the wrong folder (for example your drive C or the script will try to run on all files on C. It should stop when it tries to open a file that SF cannot open) I added a MessageBox that asks you if you are sure you selected the correct folder.

You can open the Script Editor under the View menu. Just copy the script inside an run it. You can modify the values in the script if you want. Just ask if you have a question.

using System;
using System.IO;
using System.Windows.Forms;
using SoundForge;

public class EntryPoint {
public void Begin(IScriptableApp app) {

    double dFadeSize = 0.003; //Change the length of the fade here. The value is the lenght is seconds. Example values: 2.0 or 1.5 or 0.75
    
    string folder = SfHelpers.ChooseDirectory("Choose a folder to process files from", @"C:\"); //The default folder is C:\, change it to something different if you want

    DialogResult dialogResult = MessageBox.Show("Are you sure to process " + folder + " and all its subfolders?", "WARNING", MessageBoxButtons.YesNo);
    
    if(dialogResult == DialogResult.Yes)
    {
        DirectoryInfo di = new DirectoryInfo(folder);
        
        foreach (FileInfo file in di.GetFiles("*", SearchOption.AllDirectories))
        {
           ISfFileHost openedFile = app.OpenFile(file.FullName, false, true);
        
           if(null == openedFile)
           {
               DPF("Could not open {0}", file.FullName);
               MessageBox.Show("Could not open " + file.FullName + "\n\nThe script will now stop.", "Error", MessageBoxButtons.OK);
               return;
           }
        
           Int64 ccFade = openedFile.SecondsToPosition(dFadeSize);

           bool fCancel = false;
           int idUndo = openedFile.BeginUndo("Fade in and out");

       //The script uses the 'Graphic Fade' effect with the presets '-6 dB exponential fade in' and '-6 dB exponential fade out'
           //You can change the script to a different effect and preset if you want. Just change the text between the " "-symbols

           openedFile.DoEffect("Graphic Fade", "-6 dB exponential fade in", new SfAudioSelection(0, ccFade), EffectOptions.EffectOnly);
           SfStatus result = openedFile.WaitForDoneOrCancel();
           if (result != SfStatus.Success)
              fCancel = true;
           else
           {
               openedFile.DoEffect("Graphic Fade", "-6 dB exponential fade out", new SfAudioSelection(openedFile.Length - ccFade, ccFade), EffectOptions.EffectOnly);
               result = openedFile.WaitForDoneOrCancel();
               if (result != SfStatus.Success)
                  fCancel = true;
           }

           openedFile.EndUndo(idUndo, fCancel);

           if(fCancel == true)
           {
               DPF("Could not process {0}", file.FullName);
               MessageBox.Show("Could not process " + file.FullName + "\n\nThe script will now stop.", "Error", MessageBoxButtons.OK);
               return;
           }

           openedFile.Save(SaveOptions.WaitForDoneOrCancel);

           openedFile.Close(CloseOptions.SaveChanges);

           File.Delete(Path.ChangeExtension(file.FullName, ".sfk")); //This command deletes all the sfk-files created by Sound Forge          
        
        }
    }

}

public void FromSoundForge(IScriptableApp app) {
   ForgeApp = app; //execution begins here
   app.SetStatusText(String.Format("Script '{0}' is running.", Script.Name));
   Begin(app);
   app.SetStatusText(String.Format("Script '{0}' is done.", Script.Name));
}
public static IScriptableApp ForgeApp = null;
public static void DPF(string sz) { ForgeApp.OutputText(sz); }
public static void DPF(string fmt, params object [] args) { ForgeApp.OutputText(String.Format(fmt, args)); }
} //EntryPoint

It should look like this if you copied it inside the script editor