I would not doubt that they would have an audio tape of this conversation if it took place in the White House.
This was the first all hands [staff meeting] where they got to see Trumps national security team
Sounds like there were many people in this staff meeting. These 2 were attendees- just commenting between each other while listening. I doubt it was caught on tape as the focus was on who was speaking to them and the rest of the attendees. .