The problem with recording sets is, that most times in clubs etc. you will have low lights and hence very very bad image quality with action cams. Action cams, while some have decent low light specs, have been made for the outdoors primarily. Even indoors in your bedroom while DJing in artificial light, they are less than stellar, even the Hero 4 line.
Next comes audio.
Most VLoggers use external mics with their action cams and rightfully so. But still it is OK for speaking into the mic, but music it is not OK.
This is actually why a traditional camcorder with good low light specs and a good mic is doing a better job at this. They are easier to setup on a tripod have excellent external connectors etc.
These reasons are why I went with a semi-pro grade Sony camcorder rather than an action cam (which I also own, but use for outdoor action…).