Recording a Live Show With Audacity, Can't play Video

I am using Audacity 3.1.3 with Windows 11. When recording a live performance with a Soundcraft soundboard connected through the HDMI port, I can not play a video (from any source) at the same time that I record. In order to play a video I have to stop recording and THEN open and play video. I can not review the video before recording, then record, stop recording, and play video. The video can NOT be opened before pausing the recording or it will not play.

Very frustrated! Any help would be appreciated.