Open up Halo Wars Go to "OPTIONS AND EXTRAS" --> "OPTIONS" --> "GRAPHICS" Tick "Vertical Synchronization"

I have a potato laptop with a potato GPU (a Geforce MX130) so my recordings can suffer because of this. After some experimenting I've found that my laptop at least gives far better recordings when Vsync is on. Which I find to be strange cause the game itself says to turn it off for better performance.