You should only have one Desktop device (the other should be disabled), same with the Microphone device(s).
If you scroll down in the Mixer while recording, do the Mic devices show activity?
If you are using the default Windows "Movies and TV" application to play back the recordings, don't. Download VLC instead.
Please post a logfile from a test recording session where you were trying to capture video/audio from your capture device, and we'll be able to take a look at what's happening on the back end.
There's a LOT of things this could be, especially with low-cost no-name capture devices in use.