NeoLoad handles server cookies. The first thing to check if your value is coming from the server through a "Set-Cookie".  If yes then is it the same value sent by the server?

If not then it means that it's a client cookie. In that case you have to manually manage that value. If the value is coming from a server response then you can simply correlate that value. If not then it's probably generated through a client Javascript.

You need to find that JS in the previous pages and the code that generates that value. Then the goal would be to use that code (with some modifications) in order to use it in a NeoLoad Javascript to generate your value.