I need to sound is recorded with the screen and microphone.
Meanwhile, you can activate them from the Screen recording options window as shown above. When I turned on (Audio source: virtual-audio-capturer)- no sound on the recording. Now you should be able to record audio with screen recorder in ShareX without any problem. Note that the virtual audio recorder with ShareX can help you record audios from the Windows system so you will be able to capture sound from web browsers, streaming servers, all kinds of websites.