If you tried to save an interaction as Video (mp4) using the interactions Editor, but no video file is being created, you need to turn on a new Security & Privacy setting on the new macOS 10.15
The following setting will grant Sketch permission to record your screen.
A message should pop up the first time you try to export an Anima Interaction as video:
Click Open System Preferences, go to the Privacy tab and check Sketch's box:
If you missed this message or denied it by accident, go to:
System Preferences > Security & Privacy > Privacy tab > Check Sketch's box