Do you have to season pass set to First Run Only? Because Cold Case has been in reruns for a few weeks, so that might be why it didn't record.
Also, general tip for recording Cold Case, if you haven't already found out the hard way. The Sunday football games frequently run long, sometimes very long, so Cold Case starts late more often than not. Up to 57 minutes late!
So if you want to be sure to record all of it, I'd recommend setting the recording options for the season pass to stop recording 1 hour later.
Xbox: MetalThreshkeen -- PSN: Threshkeen