The Snapz Pro X FAQ suggests that you can't record Keynote presentations because they take over the whole screen, basically because it uses the hardware directly rather than going through the software layers. Trying to record a screencast of a keynote video results in a constant shot of the last screenshot before the presentation started.

It turns out there is a way to get this to work though. The Keynote preferences has an option under the Slideshow settings called "Allow Expose, Dashboard and others to use the screen". Ticking that box will solve the problem and let you record as per normal. It claims that performance may be affected as a result, but I didn't notice any difference on my MacBook Pro.