Recording when XRS4500 is off works fine for me. I am using external storage plugged into USB3 port. Also working when I was using internal storage. When off, device will not indicate recording in progress but it will record manually scheduled recording session.
Model: XRS4500
Version: 9
Android security patch level: 5/5/2020
Kernel: 14.9.113
Build: 20200624.20200624 test-keys