Sounds different when I record.....

When I’m noodling around, trying to find a sound or a chord progression the sound is different to when I’ve found what I want and start recording. Is this something to do with the arpeggiator or delay?? I’m using the “Keep Cool” stock sound with some adjustments, and the Darbouka arp pattern on 2 octaves, but have experienced this on a few different configs. Any clues or help appreciated... thanks.