Hi,
Could you try recording with different Port Mapping->Capture Level Options : In recording options, navigate to Network -> Port Mapping -> Capture Level dropdown -> Socket Level /WinInet level. If the issue still persists, try using Fiddler or some network snooping tool and see if you get HTTP/HTTPS traffic captured on it. You could then look at the feasibility of converting this traffic to an LR script(this option in case you are using Web protocol).
Thanks,
Surya