God speaks to us through scripture. There are dozens of verses that say this. Here are just are few: Ps 19:7-11, Ps 119:105, 2 Tim 3.16-17, 1 Thes 2:13, Col 3:16, James 1:25, 2 Pet 1:19, Heb 4:12, Matt 7:24, 1 John 1:1-4, Rom 1:16, John 8:47, Luke 11:28, Prov 30:5, Ps 119:18, Ps 119:24.
Now where are all the verses that says God speaks to us through feelings or voices in our minds?
Neither did he say my sheep will hear His voice
in their heads.
You hit the nail on the head. "My sheep hear My voice" is clearly metaphorical as is the rest of the verse. It is bad exegesis to say that it is all metaphorical apart from one little bit that we should take literally and we really hear his voice speaking to us (telepathically in our heads even).
To be absolutely certain of it's meaning, Jesus repeats the metaphor throughout the chapter:
John 10:4 "the sheep hear his voice, and he calls his own sheep by name and leads them out."
John 10:16 "I have other sheep, which are not of this fold; I must bring them also, and they will hear My voice; and they will become one flock with one shepherd."
It is all clearly metaphorical. The shepherd speaks to his sheep and they follow him to safety and join the rest of the flock. It is not saying we will literally hear his voice, just as Jesus is not literally a shepherd, nor are we literally a flock of sheep.
Nor is it a voice in our heads or some divinely given thought. If it is literal as you claim we would expect to hear Christ's voice audibly via our ears, just as the sheep did, not telepathically in our heads.
Jesus then says "and they follow me". Do we follow Christ because we hear a voice in our heads, but because of his words and teachings recorded in scripture?
If you are going to take "hear his voice" literally then you should also take other references to God's voice literally. Here are just a small selection of such verses:
Deut 9:23 "Like the nations that the Lord makes to perish before you, so you shall perish; because you would not listen to the voice of the Lord your God."
Were the Israelites barred from entering the promised land because they didn't listen to God's voice in their minds, or because they didn't believe the recorded promises given by God?
Judges 2:20 "So the anger of the Lord burned against Israel, and He said, “Because this nation has transgressed My covenant which I commanded their fathers and has not listened to My voice".
Was the Lord angry with Israel because they were not obeying an inner voice or because they disobeyed his written commandments?
2 Kings 18:12 "because they did not obey the voice of the Lord their God, but transgressed His covenant, even all that Moses the servant of the Lord commanded; they would neither listen nor do it."
The "voice" here is clearly metaphorical for God's commandments.
Psalm 103:20 "Mighty in strength, who perform His word, Obeying the voice of His word!"
Clearly "voice" is scripture here.
Jer 9:13 "The Lord said, “Because they have forsaken My law which I set before them, and have not obeyed My voice nor walked according to it".
Feelings or God's law?
Jer 26:12-13 "The Lord sent me to prophesy against this house and against this city all the words that you have heard. Now therefore amend your ways and your deeds and obey the voice of the Lord your God".
Inner thoughts or previous commands given by prophecy?
Jer 40:2-3 "The Lord your God promised this calamity against this place; 3 and the Lord has brought it on and done just as He promised. Because you people sinned against the Lord and did not listen to His voice, therefore this thing has happened to you".
Did they disobey their impressions, or previously given prophecy?
Dan 9:10 "nor have we obeyed the voice of the Lord our God, to walk in His teachings which He set before us through His servants the prophets."
An inner voice or written teachings and prophecies?
Rev 3:19 "Behold, I stand at the door and knock; if anyone hears My voice and opens the door, I will come in to him and will dine with him, and he with Me."
Does Jesus literally knock at the door, speak to us, and dine with us? Or is it a metaphorical picture of salvation by hearing the gospel?