Can't find local recording file

I joined a zoom meeting this morning at 8 - 9 am. I joined in a condition I'm not signed in.

I then initiate the recording. The host granted the access for me to record the meeting. I remember there's a confirmation pop up asking about do I want to save the recording to local drive and I respond yes. 

This is my first time record a meeting in my device, MacBook.

around 2 pm I try to find the recording but, I can't find any folder name "Zoom" under my Document folder. I try Go and find Zoom folder, there was no result.

Then I sign in to my zoom account to check in the setting where the default folder is. I click on open button from the recording setting page, it's empty. When I check on the folder info, it created just at that moment. Exactly when I click the open button.

Any idea where Zoom save the recording to? How can I access it?