When I run my application with the company proxy, the web application works properly, but when I try to record a scenario via NeoLoad, I can connect to the app with my user (it's using websocket), but when I'm connected, I can't do nothing anymore, as my application just crashed. What can be the problem ?
You should check the NeoLoad log files in case of errors. You can reach them through the menu "Help-->Open logs folder..."
In the NeoLoad project that is recorded, do you see many WebSocket channels ? If yes do you see response messages in those channels?
The goal is to check if there's an issue to connect to the WebSocket channel during the recording. You may also have some information in the log files related to that.