Youtube is streamed over https. To capture media streamed over https JMR uses an internal proxy server.

For this to work with Firefox, FF needs to be configured to use the system proxy.  This is the default behavior of FF, but you may have switched it of for some reason.

To check it is enabled follow the instructions here for "Use System Proxy":  https://support.mozilla.org/en-US/kb/advanced-panel-settings-in-firefox