Elgato Game Capture HD and Elgato Game Capture HD60 can only receive standard stereo sound.

They cannot receive surround, multichannel or Dolby audio.

Some games like Hyrule Warriors put important sounds like voices in channels other than standard stereo.

Therefore, make sure that your Wii U always has the TV Audio-Output Type set to Stereo.

 

That way, you will hear all of the audio associated with your game, played over the standard Stereo channels.