I have loaded a movie that has audio embedded in the movie (mp4) into Hype and tried to export it as animated gif. Export worked fine except that I lost the audio. Is it possible to create an animated gif with audio in Hype. If I add a separate sound track and export as gif, will there be sound attached?
Animated GIFs are an image-only format and cannot contain audio.
Secondarily, Hype’s Export as Movie options do not currently capture sound. (this would only be applicable for the Video mp4/mov option if and when the feature exists)
Ok, thanks, I have seen small video’s on FB etc. that had sound to them, and I just assumed they were gifs.
MP4s 
Presently you’ll need to use video editing software if you need to re-associate sound in your videos. (Having audio is clearly a popular feature request for video files!)
I have the pro version of Hype, and in the video export, the format is mp4. However, the exported file did not have the soundtrack attached. So if it does mp4 export, why can the sound not be associated with the video?
As @jonathan mentions previously in the thread
"If and when this feature exists" and the reason it still doesn't is probably because a) it's really difficult to implement and b) there are other ways to capture the content.
I would probably use a screen capture (software) to get everything I needed for a vid. Or use a program to add the audio after.
Yes, it is mostly a matter of technical hurdles and time. Screen capturing software is another good alternative to video editing software.