Somehow my new Mavic Air isn't recording to the newly formatted (
via the AC) SD card, only internal memory...I can't find a setting in the menu..Am I missing something?

In the camera settings there is the option to store to SDC or internal storage.

Hi there.
Please note that the cache files of photos/videos will be saved in your mobile device while the original files will be saved on the SD card.
You can reference the recommend SD cards of Mavic Air below. Thank you.