I ran a number of tests to confirm my suspicions, and here’s what I found.
The WDG Recorder works fine consistently, as long as you run it from your main monitor. I tested it on non-main monitors connected via USB, and they failed. I turned those monitors into my main, and they worked fine. I ran another test from an HDMI connected monitor. It failed when it wasn’t the main & succeeded every time as the main.
My typical setup has been to run WDG Automation from my main monitor (monitor #2 in the screenshot below), and automate applications that reside on my non-main monitor (4).
To change main monitors, right-click your desktop, select Display settings, select the monitor you want as your main, and select “Make this my main display.”