I have installed ZM to catch a thief, I now need to export the footage to give to the police

I have 2 cameras with the footage of the intruder over 4 events (2 for each camera).
ZM is installed on Ubuntu 18.4 server with ffmpeg installed, here are the relevant options I have set at the moment:
PATH_FFMPEG = /usr/bin/ffmpeg
FFMPEG_OUTPUT_OPTIONS = -r 25
FFMPEG_FORMATS = mpg mpeg wmv asf avi* mov swf 3gp**
FFMPEG_INPUT_OPTIONS is blank
OPT_FFMPEG is ticked
If I select the events and export them I just get a zip file full of indervidual jpgs, how do I get a useful video format like avi or mpeg?
Thanks