This is due to new Android 6+ write restrictions. If you didn't have realized, there's a folder called Android/data on any external storage to write new data because this app don't ask for write permission to user.
As of Marshmallow, it's impossible to write to the root directory or any other folder of any drive without asking for permission first. It seems your app is not asking for permission, so you must use a specific directory. Follow these steps:
1. Find out the name of the package corresponding to the ProgTV app i think it's com.progdvb.progtva
2. Create a folder called 'Android/data/com.progdvb.progtva on root directory of your USB drive For example, Kodi data directory is /Android/data/com.org.xbmc.kodi/
3. When you are going to record a new show, select this new folder for recording. If I'm not wrong, the app will have write permission and you're done.
PS: ProgTV Beta package name is com.progdvb.progtva_adv