The speed of the demo e-commerce site should have nothing to do with you not being able to record any steps, but it will have a lot to do with your ability to “play back” your script. As I have mentioned to others, the recorder is only a starting place. Then you have to flush the code out, like I mention here:
If you cannot capture objects with the Web Spy, then again, that is not linked to the speed of the web site either. In this case, start with the F12 key and use DevTools.