Screencast challenges

HI all...I am struggling.

In a prior course, I was able to create a video from an edited slide-by-slide screencast (that included visual instructions allowed when inserting individual slides) into an MP4 that I was then able to upload to a layer. 

For some reason, this time around, I am only able to insert either a video without the visual captions and mouse clicks into a single slide. Or just create an insertable slide by slides that I can then edit. However, I cannot turn those into a video. And I cannot insert the set of slides into a layer, like I did last time. 

I can't recall what I did last time that allowed me to create a video of the slides with the visual captions (not audio captions but the dialogue box) and a video that I could insert into a layer.

WHAT AM I DOING WRONG? Do I need to do this as a new project and then create a video from that? Or must I create an MP4 and then create a whole set of on-screen dialogue boxes? 

Please advise. I am likely to go mad otherwise.

Thanks.

Michele