Some mobile applications do not expect to use a proxy that's why you have another option in NeoLoad to record mobile applications which is tunnel recording mode.

But first, to make sure that you do not have any setup issues, you should try again with proxy mode and try to record any web site from the browser installed on your mobile.

If your setup is correct, you should be able to record some transactions.

In other words, that test would confirm my assumption that your mobile application cannot use an HTTP proxy or not.

When you confirm that, you can use the tunnel mode recording to record your mobile application.

You should look at the Mobile user guide on Neotys web site here: