I have to see how your scenes and sources are setup, but I too record nested scene too and all looks good visually. As for your audio, it won't capture if your audio settings in source record are default. I had that problem before and end up doing this:
I have voicemeeter with VB cable. I used audio monitor plugin to direct my nested scene audio sources to VB cable. Then I create a audio output source (outside of the nested scene) using VB cable. On my source record setting, I change my audio to record from the VB cable audio output source.