After setting the proxy in mobile internet, getting Connected, No Internet message.
How to resolve this issue?
What do you mean by "getting Connected"? when you are in recording mode in NeoLoad and you set the NeoLoad proxy in your mobile are you able to reach that URL http://<IP_NeoLoad_machine>:8090 from the browser in your mobile?
No, not able to reach the URL getting No internet message.
Make sure that you do not have a firewall started on your NeoLoad machine that could block the communication with NeoLoad.