HI
Your problem here is thet the Save audio file only works on a single clip........
So what you need to get what you want is once you are satisfied with all the edits to your project (both video and audio) click the Sequence tab at the top of the screen (either of them) and select New sequence.
This will clear the timeline and place all your work into the Sequence bin as a single clip.
Now load the sequence from the bin back to the empty timeline. You won't see the waveform for the audio but it will be there.
Left click the timeline to select it.
Now click the "Clip" option on the toolbar and select "Save sequence audio as a new file"
This will place a copy in the Audio clip bin and another .wav copy in your PCs Audio save folder that is set up under Tools/Options/Disc.
Nat