We are trying to test a website with TLS 1.1 on it, i don't know if Neoload will support this, can you confirm.
NeoLoad supports up to TLSv1.2 version. So yes it supports TLSv1.1 too.
If you look at the <install_dir>\conf\controller.properties file, go to [General] section, you have a key parameter called "https.protocols=SSLv3,TLSv1,TLSv1.1,TLSv1.2".
If for any reason you do not have TLSv1.2 in your file and you need it you can manually add it like above.