NeoLoad controller has a retry mechanism to reconnect to the load generators. So if you got such error it means that even you had high latency network or an issue on the load generator side.

You can check in your test result, under "Graphs tab --> Monitors tab --> Controller --> Load generator connections" the number of disconnection and reconnection.

It may help you to understand if the controller was able to reconnect at least once. Otherwise it means that the load generator went down or unreachable. You can check the memory usage of the load generator in your test result too.