You say the latest iOS....v9.2, right?
We have an iPhone 6+ and an iPhone 6s, both with iOS 9.2. Playing DVR recordings via the FiOS Mobile app works on both iPhones.
Is this what the screen looks like when you are trying to play a recording?
If so, you might try rebooting your DVR set-top-box and also your iPhone. That's usually the first troubleshooting step I try and sometimes it actually fixes whatever problem I'm having.
First time you connect you need to be on your home wifi. Make sure home sharing is enabled and you device shows up in mobile devices
Menu>> Settings >> System >> Home Sharing
Menu>> Settings >> System >>Mobile Devices
If still doesn't work use the troubleshooting wizard in the app help section. You can also use that section to report an issue.