If you want to record different content on different devices, for example, recording video from Mac and audio from iPhone / iPad at the same time, we strongly recommend you Filmage Screen. It can help you achieve that in an easy way.
1. Launch Filmage Screen -> Enable Airplay Mirroring on your iPhone / iPad and choose your Mac and connect it;
2. Then click iOS Devices, after the connection, you can capture your iPhone / iPad screen;
3. Click File -> New Screen Recording -> Record Mac Screen, or press shortcut control+command+N to record Mac screen;
4. Click Audio Sources to select to record Microphone, System sound or System Sound & Microphone -> Start recording.