I don't know what cause that i couldn't record in my adobe xd windows 10. Hitting windows + g is not working, when i use alt+z and hit the record button it says " A supported game is required to use this feature "
We are sorry to hear you are having trouble while recording in XD. In additon to what Ares has suggested, would you mind sharing the OS and XD version of your machine? I am able to record by pressing Windows + G and it working fine at my end on Windows10.