The capture is done through MAME itself so GameEx cant control it. The slow down is normal, and MAME does not have support to record sound. The issue with it not doing all games, is because it only records videos for parent roms ie not clones. and only games that are listed in GameEx/ The solution is to temporarily rebuild the GameEx MAME game list, after removing all the filtering options in GameEx config (when I say all I dont just mean the Game Filter). Get your Games List showing every game you have, or all games and then create the videos. It will skip any youve already made. I do hope to improve this in a future release.