ICaptureGraphBuilder::SetOutputFileName
is not a good choice of API to set the graph up. It does the job well for simple graphs, but as it forwards you back errors without good description and the stage at which the error actually happened, every time you have hard time trying to understand what goes wrong.
The problem might be caused by absence of frame rate information on the media type on the output of video compressor, but as the building stage you have on your screenshot you don't even have this media type yet available and you cannot troubleshoot and get this information.
Use IGraphBuilder::AddFilter
, IGraphBuilder::Connect
, IFileSinkiFilter::SetFileName
instead to reliably configure the pipeline.