Apologies if this has already been brought up or if I am mistaken. There seems to be no way to change the volume of imported sounds independently from the entire video when editing. While there are ways to work around this, being able to adjust each sounds mix level within FBX would raise the value of the program in my current workflow.
FBX's Game capture mode captures the image directly from the game's processes. If you are not seeing the filters applied in your recorded videos, I would guess that those filters are being applied after FBX has already captured the image. If that's the case, the only way to capture the image with the filters applied would be to use Fullscreen capture mode instead, which will capture the image that is sent to the screen rather than the original image created by the game.