I use a custom HDRI to play around with and learn, when I go into Media / Video mode it switches back to a default HDRI image and does not generate video with the custom one. I have to switch back again manually for this HDRI to show again. Bugreport.
I use TwinMotion 2023.2.0 29277807 for this. I change HDRI in the Ambiance menu to the right etc.