If you are recording from a mobile device, make sure that both controller machine and your mobile are connected to the same WIFI network.

Then disable any firewall that you could have on your controller machine.

To check the connectivity you could try a simple recording from your web browser on your mobile using proxy mode.

Change your proxy settings in your mobile to be the IP address of your NeoLoad machine, start your recording on NeoLoad without starting the browser.

Then browse to any web site on your mobile browser like www.neotys.com and see if it is recorded.

Only if it works you can try the same with your mobile application. If it's an HTTPS application, make sure to load the NeoLoad certificate in your mobile.

I would suggest you to read the Mobile specific documentation here