Forget the recording for a bit completely...
The first thing you want to do is to check your DirecTV box to see if it is putting out composite video. That yellow connector on the back of the box may have been disabled.
The way to do this is to use one of your existing televisions and connect the DTV box directly to it. Use a composite video cable (standard cable with Yellow RCA ends on it most often) and ensure that the TV is displaying the video you wish to record. If you see something, great, if not, then you have an issue. It may very well be the case that your HDMI connection is the only viable connection that you may use between the DTV box and your VCR.
In which case, you will need a HDMI to composite video converter.
Amazon.com: HDMI to RCA Converter, HDMI to Composite Video Audio Converter Adapter, HDMI to AV, Supports PAL/NTSC for PS4, Xbox, Switch, TV Stick, Roku, Blu-Ray, DVD Player,: Electronics
www.amazon.com
This product, much like the other product you have, should do the trick of getting video to the VCR which you can record. There are other options on Amazon which can deal with HDCP if that does present a problem. It should not.
As mentioned above, if you have a computer, then it is FAR better to capture video using a HDMI capture device instead. DVD is not capable of high definition. It never has been. So, you are potentially taking the highest quality video you have on your DTV box and converting it down to the lowest quality out there. It won't look good. If you get a HDMI capture device for your computer, whether it is a laptop or a desktop PC, you can capture the HD video at HD quality and save it forever. Put it on a thumb drive or put it on YouTube easily. This is definitely the way that I would do it.
If you have a PC, once you have a capture device (lots out there), go to your start button and type 'camera', and it should launch the Windows camera program. You should be able to select the USB capture device as your camera, then you can just press record and it will capture the video coming in off the USB video capture device. It actually is just as easy as it sounds and there are a ton of USB capture devices on eBay. There are also a number of HDMI splitters which happen to remove HDCP as well. So, for about $50 total, you can get HD capture into your PC.