In my case it was not listed in "Security & Privacy -> Screen Recording". After much searching and testing what worked for me is:
- Boot a VM with an OS that has VMware Tools installed (after the VM fully boots the ability to switch to Unity mode should be available)
- Switch to Unity mode
- Keyboard command to enter Unity : Shift-CMD-U
- Menu : View -> Unity
- Upon switching to UNITY mode VMware Fusion will finally give you the dialogue box asking permission for Screen Recording
- Click Open Preferences
- Authenticate to make changes
- Add the check mark to VMware Fusion to grant Screen Recording permission
- Exit Unity mode
Done
Additional notes:
VMware may continues to go to Unity mode before you can select Open Preferences and give you white screens. The presentation is white because it has not been granted permission yet.
From the VMware controls, shut down the VM gracefully. The Open Preferences should still be an open dialogue. Click Open Preferences and it will finally be visible in the list.
For the adventurous, try resetting all of the TCC approvals for VMware Fusion and try again.
To reset the TCC, open a terminal and run the command:
tccutil reset All com.vmware.fusion
successfully reset All approval status for com.vmware.fusion
This clears the Security and Privacy settings.
Hope this helps.