It’s as the title says. I have yet to determine whether this was an isolated incident (to which I will update this post with more information) or if other players have experienced a similar problem.
After a FFA SWAT match, I wanted to record the moment I got a rather spectacular Killtrocity, so I went into Theatre Mode and recorded the clip. It did the usual process: it recorded the clip, showed the preview, and then gave me the option to save to the Xbox DVR. After selecting the option to save to the DVR, it didn’t. The clip didn’t appear in the Recent Clips section, neither did it appear when I clicked the “Show All” button.
I am not sure whether this was an Xbox issue or a game issue, I am hoping this was just an isolated incident.