Answered question

When recording with NeoLoad, it is important  to remember that there will be NeoLoad proxy between your browser and your application server.  For HTTPS applications, the SSL handshake and connection will be made by the NeoLoad proxy and NOT your browser. NeoLoad sometimes uses some optimized code to speed up that SSL handshake connection.

With some servers, this can cause some errors like the one you've encountered.
In this case, you can configure NeoLoad to change the default behavior for the SSL communications.

Here is the procedure:

1. Stop NeoLoad
2. Edit <install_dir>\conf\controller.properties
3. Go to [General] section and in a new line add this parameter:    https.invalidate.session=true
4. Save
5. Start NeoLoad

Now your NeoLoad recording should correctly work.