When set to record, the scanner will record any transmission it receives, regardless of whether that is from one of your Favorites lists, or from the main database (presuming you were not using a list, only location, range, & the full database).
If you want to only record specific transmissions (certain conventional channels or selected talkgroups), you would need to control that by having your scanner connected to a PC, and using ProScan or ARC536. You cannot select specific channels for recording on the scanner alone.
Note that if you want to record 'everything' on the scanner, but selectively listen to only certain channels or talkgroups, you can use the
Universal Scanner Audio Player on your PC to access your recordings, then sort so that you only listen to what is of interest.