Hi,
Try to install Citrix registry patch (<LoadRunner folder>\dat\enable_Citrix_API.reg) manually before recording (please notice that Citrix Client is 32bit software and these registry values should be added to HKLM\Software\Wow6432Node\Citrix\ node ).
Absence of the Citrix events is another issue which generally can be solved by disabling Seamless mode and/or Citrix DesktopToolbar. Ask your Citrix admin to set the following parameters in ICA-file template:
TWIMode=Off
ConnectionBar=0
