Touhou 6 uses DirectX 8 which FBX currently only has limited support for. Some DIrectX 8 games will record fine, some will record but may have some oddness and others won't record at all. Touhou 6 falls in to the second of these categories. When we tested it, it was mostly fine but the overlay appeared in just a few frames.
We would like to improve DIrectX 8 support at some point, but our current priority is finishing the new user interface that includes editing features, so we probably won't make much progress on improving DirectX 8 support until that has been released.