When you say that the NeoLoad recording ends up. Is NeoLoad still opened?
I do not see the relation with REST ful client. According to your description, it happens before trying to record anything right?
Could you get the NeoLoad logs files right after reproducing the issue from the menu "Help-->Open logs folder..."?
If NeoLoad crashed, could you check at the NeoLoad root installation folder if you have any hs_err* log files.