The recordable window is intended to be used only by your recording software. Once you created the recordable window (move it a bit out the way), open your recording software and start recording the recordable window. You can now click on the button Hide the window so it doesn't bother you.
If you want to know why it's like this : if the overlay was recordable, the boxes would flicker as the bodies would be detected then hidden by the overlay the next frame. So Hotscreen has to be "invisible" by screen recording softwares and create a duplicated recordable window when necessary.