Please understand that a Nintendo 3DS uses two displays, where as PSP, PS2 and Wii use only one display. Emulators have to convert instructions that are very different from a PC CPU, into a instruction that is utilised by the PC's CPU. And the Nintendo 3DS has two CPUs, which with both of them combined make it more powerful than the PSP, PS2 or Wii (but has a much weaker GPU than PSP, PS2 or Wii), because it uses both an ARM11 and ARM9 CPU. Heck, the Nintendo DS emulator DeSmuME had the same problem in the past as well! Especially back in the days when we used to use 32-bit OSs, and that was because it had to process both ARM9 and ARM7 instructions (since the Nintendo DS had two displays and ran on two CPUs).
Using more than one display uses more CPU instructions. This doesn't necessarily have to mean CPU load, it's to do with how many graphics rendering instructions are being used at the same time. Also, more cores does not mean faster emulation either, check the clock rate of the Intel CPU and it will tell you how fast it can read instructions in gigahertz. Also, Integrated Intel HD Graphics is not a good video card to use either, especially when it comes to recording gameplay and playing games at the same time. Because it's integrated in the Intel CPU, it it places too much load onto the CPU and it cannot handle more instructions than what it can process.
That's why for recording gameplay from Citra emulator, you'll need a separate video card for your machine. I'm sorry, but that's the only way you're going to fix this problem.
