You can use another program to record your audio while viewing your replay and put it together in a video editor. An extra step but at least a way to get the in game audio. If your replay is no longer playing audio, in my experience, it's best to save your keyframes by exiting, reloading the replay and the keyframes from the repository, and going directly to playback before making any more changes.
I use a free open source program called Audacity with these settings to record the sound being played into my headset: