A black capture almost always means the source refused to be captured or the graphics device changed under ZunShot.

Netflix, Disney+ and some players use protected output. Windows blacks out protected areas for every capture tool. Nothing in ZunShot can bypass this. Pause the player and use the browser's picture-in-picture or a non-protected source.
Exclusive full-screen mode is not always capturable. Switch the game to borderless windowed mode, then use Instant Capture or window capture.
Exit ZunShot from the tray icon and start it again. The graphics device is re-created on start.
Capture inside the remote session, not from the host, or the other way round. Both sides can capture their own desktop only.
Mixed DPI or a monitor that just woke up. Move the ZunShot window onto that monitor once, then capture again. If it persists, send us your monitor layout (Windows Settings > System > Display) with the support request.