I've done quite a bit of searching but could not find this specific issue.
Using the Apple TV and my remote control, when I bring up the Guide I find that some stations provide the expected/normal Record options, both in Live tv and in Future tv. Other channels do nothing when I attempt to set up a recording.
This is consistent in the Guide for the station, even when I select a different tuner/source. I have both HDHomeRun and TVEverywhere as sources and both have guide data enabled.
I can tune to these channels with no issues. I just can't record them from the Guide. I can select and record from the web app with no problem.