I think the easiest way is to route all sounds to their OWN mixer insert.. and when you go to export (File -> Export -> Wave File..), the render pop-up will appear.

Near the bottom under “Miscellaneous”, enable “Split mixer tracks”.

This will export all mixer tracks (stems) for you.

This does not export the individual mixer tracks, it exports the MIXER INSERTS.. so if you want to group together sounds, you can route them to the same mixer insert to export..

Let me know how it goes.. it’s a little tricky, so you’ll have to do some testing for the results you want!