Recording will not start even if I tap the REC button when connecting to the compatible DJ mixer. I cannot live stream the REC OUT sound when connecting to the compatible DJ mixer.

Recording is not possible if the DJ mixer's SEND/RETURN selector switch selects [USB] and the SEND/RETURN function is turned on.
Make sure that you are NOT using SEND/RETURN function and then turn it off. After that, tap the [REC] button and recording will start.
You can also live stream the REC OUT sound.