Elgato Gaming hardware can't capture Dolby, DTS or other multichannel digital audio formats. They can capture standard stereo audio. 

This limitation is true for:

Elgato Game Capture HD
Elgato Game Capture HD60
Elgato Game Capture HD60 S
Elgato Game Capture HD60 Pro
Elgato Game Capture 4K60 Pro
Cam Link
Cam Link 4K

Stereo audio may be called Linear PCM, depending on your video source. For example, Linear PCM is a choice for the PlayStation 4 (PS4).

Set your game console or other input to output standard stereo audio or Linear PCM, so that Elgato Gaming hardware can play and capture audio.