macOS Catalina 10.15 requires the user to permit "Screen Recording" in order for DisplayLink devices to work properly. The message is generated by the OS and the screen is not actually being recorded by DisplayLink. Approving it enables the DisplayLink driver to access the pixels it needs to render a mirrored or extended screens, and send the pixels over USB from your computer to the DisplayLink display. It does not send any data or pixels back to DisplayLink.
To approve the permission, please follow these steps:
2. Reboot your system.
3. Open System Preferences.
5. Go to Privacy.
9. Click on the Lock again to save changes.