Due to the high resolutions of displays available now, we generally do not recommend capturing in full screen mode. Not only will the movies be extremely large, QuickTime may not be able to handle their playback. You will get far better results if you capture your source at 100%, then play it back full screen.
That said, Snapz Pro X 2 should be able to record most applications in full screen mode. You may need to start your capture first and then go into full screen mode.
If you are still unable to capture from that application, try using it in windowed mode. Some applications take over the screen completely when in full screen mode and will not allow Snapz Pro X 2 to even draw the palette, let alone capture the video.