I am trying to render some animations and I just realized that sequencer doesn’t render out AVI videos with audio which is very disappointing…I read some articles that UE developers are working on it from 2015 which is a long time and nothing happened yet? 
You can export audio “separately”. The option can be found when using the movie render queue. Click “+ Setting” then under export “.wav Audio”. (I’ve never used this myself, but I think it should work.)
There also was a checkbox before movie render queue was a thing iirc, let me know if you’re using an older version of unreal, then I’ll look for it.
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Thank you for your response ,much appreciated