Your suspicions are incorrect.🙃 One method is to copy the clips to a separate sequence, then export the sequence. All clips become a single file.
Try this: Open a new, blank sequence 2 by clicking the + sign on the sequence tab.
Click the sequence 1 tab, select the desired clips, group them, press <ctrl-C> to COPY.
Click the sequence 2 tab, press <ctrl-V> to paste. Export sequence 2.
If you want to use individual clips in a future project, SAVE the sequence, which will create a VPJ file that later can be imported via clicking this item...
