First of all you should compare the response during validation and recording. Sometimes that error already occurred during the recording. If it's the case then you can configure NeoLoad to ignore such error during runtime in the NeoLoad preferences-->Project settings-->Runtime parameter.

Add 403 in the list and enable the option.

If it did not occur during the recording then it means that either your user did not authenticate properly or you did not handle some dynamic parameters.

Check the previous server responses to make sure that everything went well before that error.