I have seen that many Windows users of Kdenlive have a common problem with the version of FFMpeg that the website recommends downloading. That version does not have MP4 or libx264 support enabled.

It should be changed to this version:https://ffmpeg.zeranoe.com/builds/win64/shared/ffmpeg-3.4.1-win64-shared.zip
Any version that has libx264 support enabled is valid.

Thanks in advance.