Hmm, we have the same settings on our site. But instead of using [audio:https://…%5D in the posts we just set ours up as a normal link Download and WordPress finds it as an MP3 enclosure automatically and the Audio Player plugin reads that and adds a player at the bottom for us.
Try that but here’s the background…
From the docs it says “Just link to an audio file in one of your posts and WordPress will automatically add the necessary enclosure tag to your RSS2 feed to make it useable as a podcast.” and that works well for us. That’s at https://codex.www.ads-software.com/Podcasting if you want to read more on WordPress creating enclosures for you.
So since WordPress creates the enclosures and Audio Player finds them (it says manually in that option but it does it with any enclosure) you should just be able to link to an MP3 and have Audio Player automatically add a player at the end.
You can see a sample of what it does for our site @ https://northstarfamily.org/the-resurrection/ if curious.
If you don’t want the download link you can transform that into the player by checking the “Replace all links to mp3 files” box in Audio Player options.