@SamPhillips1 ...
Do you know if your school has purchased Canvas Studio from Instructure? You would see a "Studio" icon displayed on the far left-hand side global navigation menu within Canvas. Studio lets you do screen recordings just like what you describe, and then you can embed them into your course content.
You might want to check with your school's Canvas administration staff to see if they have purchased Studio...and if not, check to see if they plan on doing so or have a different third-party external LTI tool available that does similar things.
Hope this helps a bit! Keep us posted...thanks!