Thank you for your help.
I had the Transparency Grid unchecked.
I found that I have to select the "Four-Point Garbage Matte".
Move the four points outside of the video.
Now you can see the black rectangle created by the rectangle icon.
Then you check Invert to see black outside the rectangle.
This does not seem like the right work flow but it works.
There must be a better way.
I miss understood your question.
You used the mask option within the Garbage matte effect.
All effects have the mask option but they do not always perform like expected or not at all.
Like mtd says use the mask in the Opacity.
You can even feather which is a bit tricky when using the garbage matte.
Thanks Ann and Meg The Dog.
I will use the Masks in the intrinsic Opacity effect from now on.
Even though I won't be using it anymore,
it appears the Four-Point Garbage Matte has a bug.
It should disable the intrinsic four-point if a Mask icon is used.