Hi and welcome to Audioholics,
My brother has a similar system than yours, and encountered similar problems.
* I'll say that you need to take some time to read all the manuals, and get familiar with all the features; it's certainly not for the faint of heart.
There is a solution for sure, but it's a question of setting everything just right.
It is indeed quite complex. TAKE YOUR TIME trying to understand the right connections and settings, plus the right buttons clicking on the remote.
I wish I can help you pinpoint the problem, but my experience with your components is too restricted. Hopefully someone will be able to help you more precisely.
P.S. For recording on your DVR, you can use the analog out from your Blu-ray player directly, or the digital out (coax or opt). Copy protection might stop you recording from the HDMI connection (for the high res, audio codecs for sure).
And I don't think you can record DD or DTS as well. Again, copy protection.
So, Stereo digital or analog are your options, and it's always best to record directly from the source (component's connection directly to your DVR).
Cheers,
Bob