Setting aside the physical qualities of a recording, such as music, narration, special sound effects, etc., for the moment, an analysis of Shylock's monologue (soliloquy) in Act III, Scene 1 of The Merchant of Venice for indications of the theme of belonging will depend on vocabulary and diction, just like in an analysis of printed text, and linguistic elements. Vocabulary and diction will include denotative and connotative meanings of word choices along with the overall package of Shylock's diction within Shakespeare's poetic diction, such as whether it is high or low and abstract or concrete. Linguistic analysis will cover sentence stress, word stress, rising and falling tones, pauses, and emotive inflection.
To give just a couple of examples, one step will be to identify a passage that indicates, either through word (vocabulary, diction) or linguistic elements the idea of belonging. Since the entire monologue is a comparison of Jew versus Christian, it is a little awkward to talk about belonging without reference to Jewishness but within the particulars there are universals to look for. Take for example the verses:
...hath not a Jew hands, organs, / dimensions, senses, affections, passions?
Analysis of the word level shows the universality of Shylock's vocabulary choices. These are elemental human traits shared by all humanity.
To analyze this linguistically for belonging, note the word stress. For instance, is each noun emphasized equally? Or are one or more emphasized differently. Then ask if sentence stress follows the normal pattern with emphasis put on verbs, nouns, adverbs and adjectives? Further, check for emotional inflection, pauses, and rising and falling tones, asking if these are as you would expect them to be or are there variations. For example, does the speaker's tone fall at the end of a question instead of rise? Or does the speaker pause in odd places that puts emphasis on unexpected words? Ask how might these variations or consistencies contribute to thoughts of belonging being inspired in the listeners imagination.