If you look at the Content-Length it's 0. So there's nothing to display as body here.
That second screen shot is related to an image. The content-type is image/gif. NeoLoad does not store the binary content.
in this case why nothing happens despite the user path is valid, when I check the application nothing is inserted
This body not stored has nothing to do with your replaying issue. The validity of a user is based on the HTTP status code. If your application does not send back an HTTP error code when something is not working then NeoLoad will set the check as valid. It does not mean that the script is really working.
That's why you need to put validation on key responses like after the login or some specific transactions to make sure that the replaying is working.
That being said usually if nothing is inserted while replaying a script it is due to dynamic parameters that you have not not corelated. You need to check your requests and check any ID's that are coming from the server responses and which are dynamics.
how to put validation on key responses after the login or transactions?
Two things, you need to look at the percentage difference for the requests in the Check UserPath dialog, having a large difference between the request you recorded and the request you see during playback suggests your test isn't doing what you expect. The Validation button can be seen in a UserPath when a request is selected, bottom right next to the Advanced button, it allow you to check for certain text on the screen as the test progresses. For example after login, seeing a welcome back message or selecting account balance and verifying the balance screen screen is displayed, etc
