If you have upgraded to macOS Catalina, you may experience an issue while trying to record prototype interactions in the desktop preview window. The recording button may blink and appear to record, but the timer is stuck at 00:00 and no .mov file is created when you stop the recording.
With Catalina (10.15), Apple has introduced a new security and privacy update for Mac. You must grant access to XD in order to record the contents of your screen.
To grant access to XD for screen recording:
From the Apple menu, go to System Preferences > Security & Privacy, and click Privacy. Click Screen Recording from the left pane, and select Adobe XD.