Greetings nicksturman
Hoping you are doing well, the only attends to test against Citrix Server XenApps are with versios such as: 5.0, 6.0, 6.5.
For the latest version of LoadRunner which is 12. The lastest supported version of Citrix XenApp is 6.5. So please check if you can use another lower version, because it is not inside the scope of the supported versions.
Please check the screenshot as a reference. In fact the Security plays a main role during the generation of the ICA files to be used on the Citrix ICA script or Nfuse combination.
Check with your Citrix Administrator about the Security involved and if that is possible to get the ICA files with and check the connections parameters to make sure to lauch the Citrix Window correctly.
Please let us know if that information was useful.
Thanks and Regards,