Either way you'll have to demux to get at your 'missing' audio track or both tracks if you aim to manipulate them in Audacity. Again, ffmpeg or ffmbc can do that, but if you are not familiar or comfortable with using command line tools, there is a modified version of VirtualDub - VirtualDub FilterMod - that can import mxf files and extract the audio streams.

https://sourceforge.net/projects/vdfiltermod/

Open your clip with File, go to Audio->Source audio to select stream and then back to File->Save WAV.

Windows though. I'm not aware of an equivalent tool (with GUI) in linux. Tried Avidemux, but it won't import mxf files.
Or maybe you are able to export the audio tracks with Stratus ? Didn't look at that when I was running the Edius Pro trial. There again I didn't have an XDCAM HD422.mxf file with multi-track audio to test

Edit: Actually I do have some XDCAM HD35.mxf footage in my collection of camcorder samples, from a Sony PMW-EX1 which likewise records with four mono audio channels. I see your issue with KDenLive loading only the first channel.

As for linux solutions for extracting the audio streams - ffmpeg aside, there are a couple of options. One is using VLC player to extract the audio streams in WAV format, but that is via the command line interface. Another is using the ffmpeg-based (import/export) version of Cinelerra - Cinelerra GG 5.1 - which imports native XDCAM HD422.mxf clips and does load all four mono audio streams/channels as separate tracks on the timeline.....now why can't KDenLive do that ? It doesn't match KDenLive for video editing/CC features though, the videoscopes are hopeless and there's no render option for XDCAM HD, but it could be used in this context for exporting the individual audio streams. I'd be inclined to use VirtualDubFilterMod though - nice and straightforward.

Those are the best (only) workarounds I can come up with.

I need to render a video as follows:
Audio: PCM signed 24-bit little-endian 48000Hz
Colorspace: ITU-R 709
Frame rate: 25
Frame size: 1920x1080
Pixel aspect ratio: 1.000
Pixel format: yuv422p
Scanning: interlaced
Video bitrate: 50000 kb/s
Video codec: MPEG-2 video
file extension: mxf

I tried with ffmpeg but failed.
I tried saving the mlt in profiles but I really don't know how to continue

Any help?