Have you played your mp4 file to verify it has sound?
Is there only one Audio Track on your mp4? If you do, it will look like this:
Video files can have multiple audio tracks. Shotcut only recognizes by default Track 1.
At the top there is an option to view Audio Scopes.
When you click on Audio, do you see the audio waveform?
I was able to find the clip you got from YouTube, and downloaded it.
The clip I have has sound, but really low. Perhaps the way you captured the clip muted the audio track.
If you use a different clip, do you get audio waveforms?