There's something like 2 minutes timeout connection between the controller and the load generator.
After that timeout, if they cannot communicate anymore, you got that error message saying that you may loose statistics. The controller is not able to reinitate a connection to that load generator.
You need to check the NeoLoad logs on both side (controller + load generator) in order to see if there's some errors that can explain that disconnection. An out of memory on the load generator can be a cause of disconnection.
A high network bandwitdh utilization on both sides can be another cause.
You can quickly get the NeoLoad log files from the menu "Help-->Open logs folder...". You should check the neoload.log
The load generator log files are located under the user profile that has started the Agent.
Here is some path examples depending on your operating system:
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