When you declare a record the item gets locked in its place and cannot be moved to a different location via Content Organizer. But exceptionally you can still move that locked document via two methods:
1. Moving via default Send To connection. Click any document and select Send to and specify the destination path.
2. Moving the locked/file declared as record via Windows Explorer. Opening the document library in Windows Explorer and then moving the files.
You will face some exceptions while moving the record file via Content Organizer. This is a little strange but a fact.
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