Save session after you have completed building all frames.
Use record button to save completed session and create video. The video of session you have created will be posted to your timeline. You can also download it for free from your timeline.
Once you record a session you can come back to work on it but you will have to save it under a new file name.
[advanced_iframe securitykey="<your security key - see settings>"]
Please also check in the html mode that your shortcode does only contain normal spaces and not a instead. It is also possible that you use wrong quotes like “ or ”. Only " is valid!