Copyright issue of recorded video game when publishing research paper about it?
Don't worry about it.
After all, you might be using copyrighted data during your research, but when you're writing your paper, it's not going to include the music or gameplay recordings itself, right? It'll probably be a pdf file written in LaTeX, which wouldn't include encodings for rich media formats; at most, you'd just include screenshots of the process used to produce the data, or individual still images from the gameplay. Neither are likely to infringe copyright, being fairly clear Fair Use.
Of course, using copyrighted material in your datasets might prevent you from distributing the raw datasets, but that wouldn't stop you from writing papers about the analyses performed on the data, or the conclusions drawn from those analyses.