Welcome to the forum.
Can you see and hear everything in PrPro's Program Monitor?
Is it ONLY when you Export, that you get only the Audio and no Video?
How do you plan on delivering your Video, as that will point us to the ideal Export format, and then we can give you the settings that you should use?
Let us know just a bit more, so that we can help.
Also, for still images, you might want to look over this ARTICLE.