The ZV457MG9 RF coax cable output is a "pass through" output from the RF input. (The ZV457MG9 Owners Manual refers to this as a "loop through" outlet.) Another output connection is necessary to carry the ZV457's internally generated output.
With Magnavox recorders with a HDMI output it's necessary to activate that output with the HDMI button on the remote or in the setup menu specifically for HDMI configuration settings. I would suggest an initial setup using the (default) composite yellow video output in order to access the various setup and configuration menus. Notice that even the S-Video inputs must be cofigured for that connectivity.
The AVS Forum has a large and active community of Magnavox recorder owners. I own some "garden variety" Magnavox DVD recorders (including two ZV450MW8 and one ZV450MW8A--the earlier versions of your ZV457MG9 or is your recorder a ZV457MG9A?); as well as most of the outstanding HDD/DVD models (a 2080 that's been upgraded with a larger hard drive, three 2160 models, two 2160A models and one 515 model). None of my garden variety Magnavox DVD recorders are in daily use, all are set aside as standby recorders. All but one of my Magnavox HDD/DVD recorders are set up for daily use. One is set aside as a standby recorder. (I also own around thirty Panasonic DVD recorders, including two DMR-EH50 HDD/DVD models and one DMR-EH75 HDD/VHS/DVD model.)
See this AVS sub-forum for in-depth Magnavox discussions: