To the best of my knowledge, there is no way to save audio files in Godot.
You can make a feature request on the Godot Github repository and see if one of the developers there are interested in potentially adding the functionality into the Godot core.
You may be able to make a way to save audio using GDNative, though I have no idea how hard that would be.
Another potential way to get around the issue could be using C# and a C# audio library instead of Godot's audio system. Then in theory you could just trigger sounds when needed using the C# audio library and then, using the C# library, save the sounds to the a file. Once again, I have no idea how hard it would be.
Hopefully this helps!