With macOS Catalina (10.15), Apple introduced new security and privacy features for your Mac.
In order to capture screen recordings with the VidGrid recorder, you have to grant it access to the Screen Recording permission.
When you launch the recorder, you should see the following message:
(Note: If you don't receive this prompt, open your System Preferences > Security & Privacy > Privacy > Screen Recording)
Click "Open System Preferences" and allow VidGrid access to the Screen Recording permission
You may have to unlock to make changes, click on the lock on the bottom portion of the window and authenticate.
If you still have any issues, please reach out to firstname.lastname@example.org