An example of this would be where you have an exterior animation sequence in Clip Set 1 and an interior animation in Clip Set 2.  And you want to present a single MP4 file to the client.

It is not possible to render two or more Clip Sets together.  Each Clip Set is considered unique so that they create a separate MP4 movie file.  

The Render Movie button will only render per Clip Set.

To render all Clips together and make a single MP4 file you need to make a single Clip Set of all Clips.

Here's How:

1. Make a copy of the Clips from Clip Set 2 to Clip Set 1.  

1.1: To do that, select each Clip in Clip Set 2,  then copy/paste it to a new Clip in Clip Set 1.  

Use the Clip Context Menu -> Edit -> Copy Clip and Edit -> Paste Clip.

(shows Lumion 12 and newer)

1.2: You can leave the Clip Set 2 Clips in Clip Set 2 if you want to, or remove them once copied.

TIP: Because of the major changes to your Clips Sets, you might also want to make a new version of your Project by using the SaveAs feature.

2. Alternatively, you can render each Clip Set, then merge the two MP4 files in a video editor.