Every time I hit the share button I just get an upload option that has empty video folders, a screenshot button,and a thing to start broadcasting to twitch but for the life of me I cant find how to make a video. All help appreciated.

Hmmm... I think it's supposed to automatically record. As an alternative, you can set it to record yourself. Click the options the next time you are in the share screen and see what you have set up to start a recording (i.e. double-click share), then try that to see if it starts recording when you do that. Just be aware that once you go into the share menu to check, that video gets cut off and you'd need to save it if you want to keep it.