What version of the programs and what Operating System?
Some Windows machines won't write mp4 and just read them

You may need to install a codec that can 'write' mp4 format.
Quiktime or K-Lite would likely work as a guess
/as always, scan any download before installing and watch every screen during the install to make sure you don't unintentionally install something else with it

I recently built a new machine and when I try to save as MP4 I get a yellow warning box during the process (see below)

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I do not work here, but the benefits are still awesome
Make your sound your own!