Confirm that Audio signals is set to On.
When the camera is connected to an HDMI device, no movie recording start/stop sound is produced if HDMI Audio Out. is set to On.
If you set HDMI Audio Out. to Off, you will be able to hear the movie recording start/stop sound, but audio will not be output to the connected HDMI device.
NOTE: Depending on the model, some functions may not be available