Hello and welcome to Android Forums. Hopefully I can help you with your problem.
Use a file explorer and dig through your internal and ext sd card files. They are being saved somewhere, you've just got to locate them. It telling you that the file already exists is proof of this. The file is on your phone, you've just gotta find it. Very good chance it's on you internal. Just keep looking. Does it not tell you in the app where it's saving the recordings or give you the option to choose where you want to save them? Some do.
Keep looking, you'll find them.
If you have any other questions regarding your device, I invite you to join Android Forums. We have many sections for specific devices which contain a wealth of information.
