Shortcode showing code not audio player

Our sermon manager has picked up the habit of showing the html for the audio files, rather than the player itself.

Shortcode being used is [sermons per_page="2" hide_pagination="1"]

And instead of the player, that area says something like [audio mp3="https://www.penrithmethodist.co.uk/wp-content/uploads/sermons/2020/02/02-February-1045-Gillian-Belford.mp3"][/audio]

Any idea of how I can fix that?

The page I need help with: [log in to see the link]