I have watched the video and it came to my attention that somewhere around 23-24th second the URL of the Pop-up changes which seems to be the issue why the recorder can't connect. In order to attach the recorder, manually navigate until the Pop-up appear and wait the URL to change. From Test Studio Recording Tab click the arrow right beneath the Record button and all the active browsers will appear, make sure you choose the one with your Pop-up (see screenshot 1).
When the step is recorded in order to be properly played back you should change the PopupUrl setting with the last changed Popup's URL and also boost the PopupWaitTimeout (see screenshot 2).
This should help
the Telerik team