That sounds to be an issue related to SSL. Before that "Pay" transaction do your application use HTTP or already HTTPS protocol?
If it switches to HTTPS on the "Pay" transaction maybe you did not properly loaded the NeoLoad Root certificate in your mobile. Could you confirm that you can record HTTPS traffic from your mobile app without issues?
Another with SSL might be that your mobile app check the certificate sent during the recording. Since it's the NeoLoad certificate your application may expect a certificate signed by a list of known CA's.
In that case that would mean that the mobile app uses its own trusted store. You need to check with the developers of the application if it's the case. If yes they can either add NeoLoad Root certificate in their own trusted store or for testing purpose (only for recordings) they could ignore such certificate chain break.