Android - Cyanogenmod custom recovery can't backup, restore or apply an update!
From xda thread: CyanogenMod recovery is basic, so you have to flash another one. The easiest way is to use rashr app and it worked for me perfectly
In case you are having this problem with a galaxy s2 and cyanogenmod 12.1, then the solution is to flash the original developers alternative stock kernel with TWRP installed. It is signed and thus can be flashed with the cyanogenmod recovery.
For details and further links see my answer on this question: How can I backup and restore Cyanogenmod 12.1 rom installed on my Samsung Galaxy 2 i9100?