I was having a look around because I noticed it's not being aired again anytime soon (unusual for Lifetime). According to the official site: http://www.mylifetime.com/movies/liz-and-dick, it's airing again December 30 (DirecTV guide is only 14 days). 9pm (probably Eastern). A LOT of comments about DVR issues so you're not alone. Hope this helps!
Lifetime is on channel 252 and LifeTime Movie Channel (A.k.a. LMN) is on channel 253.
What happen when you go to watch the program you thought you recorded - also check your history it will tell you if it recorded or not and why