Hello. I used Shotcut in the past and figured it out then. Coming back to it, I am having difficulty recalling some things.
Every time I export a project, it exports as an MLT file, not as an MP4 or AVI file. My version of Shotcut is up to date, although it seems to be missing some features that it used to have in the export process.
Sounds like you are either going to the File menu and hitting Save or hitting Save on the list of buttons rather than hitting the Export button which is the last button to the right on that list.