NeoLoad embeds its own JRE version. So you should not set any JAVA classpath or even adding JAVA in your PATH or you can get issue like this with NeoLoad. I'm not saying it's the root cause of your issue but you may get issues because of this.
Regarding your LG issue the first thing to check is if when you start a check virtual user a java.exe process is able to start or not. Look at the task manager and display all the processes to check that.
In case look at the LG log for any information. You can open the logs from the menu "Help-->Open logs folder..."