Ok ... that you are only getting the error while playing back, go to the script folder, open up the default.cfg, back it up and edit the java classpath = "" line to include the 4000 Jar files in string format. Save. open the script in Vugen and hit run.
see if it works.
Maybe the application jars are all not used for the particular flow you have recorded. Maybe it only used the 8 jars you had in your classpath.
The total 4000 jars would be used in functions all through the application, but will still be downloaded at first go as the Java application may not be able to download jars on the fly. so if you know that your script requires only these 8, then your classpath needs only those.