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.
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.
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.