it appears that you are not the only person with this issue. on further review of the problem, I don't know what is happening. it appears that OBS is not reading the source. which is why the source appears the way it does in the preview window. i don't know if this is a bug or if i did something wrong when i was trying to test, but i see the same thing you and another user are experiencing.
edit: ok, i did a little more testing and actually downloaded a game (don't judge me) if i leave this as capture any full screen application it does not capture the game, but if i change it to capture specific window and tell it which one it worked properly.
good luck.