These are the settings I have selected and still, it saves individual images and the video does not play.
Any idea what I am doing wrong? Someone else in my team is using the same version and theirs works fine.
Why does my Gif save as multiple images and not an actual gif?
From the settings you showed, it should output a single GIF file. You are using Spine v4.0.62 though, which is somewhat old. Please try using the latest 4.1 version for GIF export. If it is still a problem there, we'd likely need your project file and images to be able to reproduce the problem so we can fix it. We would keep your files private. contact@esotericsoftware.com
Be careful not to save your project with 4.1 unless you are ready to update your version. Important info on versions is here:
http://esotericsoftware.com/spine-versioning
Hi, unfortunately I can't updated as this is the version the company can use at the moment. I also can't send you the file because of NDA's... is there anything I can look on my end? to fix it?
Sorry, 4.0 is an old version that we no longer publish fixes for. It has likely already been fixed in a later version.
You should be able to run 4.1 to do a GIF export, then go back to using 4.0 if you must. Just be sure not to save your project with 4.1.
Otherwise you could try running the latest 4.0 version, which is 4.0.64.
Turns out it was just the fact that when I opened the gif on my mac I assumed it would play the gif straight away but apparently mac's don't do that, it just opens a preview window with each individual frame as an image and doesn't play anything. Well thank you anyway ahah
Ah, interesting. You can probably just drop the GIF into a browser to play it.
4.1 is still better at outputting GIFs. 
It has more GIF output options and some bug fixes.