rr does support multithreaded and multi-process applications, via, like Undo[1], allowing only a single thread to run at a time. (edit note - that's only about multithreading; Undo might have parallel multi-process recording)

[1]: https://undo.io/resources/undo-performance-benchmarks/ - "Undo serializes their execution"

I stand corrected, not sure where I heard this then.