My mobile application does communicate with my server using HTTP protocol but since it does not use the mobile (Android) proxy settings, I cannot record anything. I'm wondering if there's another recording option in NeoLoad that could help.
NeoLoad is able to record mobile native applications as soon as it is using the HTTP protocol. The way to set and modify the proxy settings depends on the OS of your mobile device and the version too.
With some native applications, if they are not designed to use an HTTP proxy they won't use one even if it's configured on the mobile.
Since NeoLoad 4.1, you have a new option to record this kind of application. It is the tunnel recording option.
Basically, NeoLoad will act as a DNS server so all the traffic will be redirected to it. In that configuration, the recording of your native application will be possible.
For more information, see “Recording a test scenario” under “Design” section in NeoLoad documentation.