When connecting my headset plugged into PS4 controller, why I don’t receive audio on recording footage?

1. PS4 only supports one way (through HDMI or USB earphone or controller) audio output at the same time.
2. If you have the headset plugged into the controller, all the audio will go to the controller and therefore, no audio will go through the device.
3. Our suggestion is to connect the headset to monitor with built-in speaker. If your monitor has no built-in speaker, you could connect the headset to your PC, but please noted you may face audio latency.