I tried to reproduce the problem you’re seeing so that I can give you more specific instructions, but I wasn’t able to. I created a new Level Sequence, and then on the Sequencer panel I used the “Create a new camera” button to create a Cine Camera Actor. Then I move that camera to a new area of the map and used the “Render this movie to a video” button on the Sequencer panel to record the video. Unreal automatically created a player controller and set its camera settings to reflect the Cine Camera Actor, so the video recorded perfectly.
So something must be different in your setup, and you’re not the first person to have this problem. But I don’t know what it is. Can you try following my steps above (creating a brand new sequence) and see if that much works for you, at least? Do you have any ideas about what might be different in your setup?