Looking at the server response we have this header "WWW-Authenticate: Negotiate" which may indicate a Kerberos authentication required.

If you look at your request in design section you should see an Authorization header. If the ID begins with YII then it's Kerberos authentication otherwise for NTLM it should start with TlR.

If it's NTLM then simply add your credentials at the server definition in NeoLoad. For more details please look at the NeoLoad documentation here

If it's Kerberos then you need to enable Kerberos authentication in NeoLoad following the procedure described here

Then add also your credential at the server definition level.

Have you confirmed if it's Kerberos or NTLM authentication that was used during the recording?

If it's Kerberos you also need to fill the krb5.conf with your domain,kdc information. You should check with your IT to get the right information.