So what u have to do is press resume 5 secs before when you want to record close demoui and press F11 twice some times the first press does not work but the second does.
what I do is look for the part I plan to record, set the speed to 0 %, resume, close the demoui, then press left arrow to playback at 30 fps and F11 to record. It's pretty comfortable ^^
Also remember to record a bit before the frag happens, and a bit later, so you avoid any problem when the editing comes... otherwise you might want to do a transition or whatever and you don't have enough footage recorded in one of the clips =/