I suppose you are doing the compass calibration in a space well away from any metal objects - indoors is generally not suitable..
You might see the warning come up briefly if you fly near a metal thing such as vehicles.
Usually if it clears away in a few seconds, nothing to worry about if control seems normal.
If flying very aggressively or coping with high wind excessive tilt angle might also make it complain temporarily.

Not sure you can take stills while recording video, you can't do it on P3 or Mavic.
I think it's unlikely to be different -  however screengrabs from video especially 4K are more than acceptable
If in Video Mode (but not recording) you can press the shutter for a photo and it will take a shot without switching.
Similarly starting video record in photo mode will switch over automatically.