After some further discussion with the AJA support they brought up a new installer, named XENA_setup-2.0.1.exe. With this version we were able to capture into AVI using UYVY color space and use the files in other applications. In our case it had to do with using SATA storage.
However, it worked perfectly in the end, and we will gladly keep the cards. Thanks again to the AJA support!