Not sure if ur recording via iPhone record but i was doing that and received no sound. I did not realize u must record via Yi app for sound to save.
Find the part of the video u want to record and tap the video recorder icon on the bottom left part of the video located next to the camera icon (i attached an image for reference) then u have the option to save it.
I had to iMessage it to myself as it doesn’t give u the option to save to ur photo library.
HOPE THIS HELPED!