During WSDL tests, Im wondering if there's a possibility to save each recieved response with time it took (response time) to external file.
If you would like to store the response data in a file, you can configure it from the Design section.
Select your SOAP request, click on the "Advanced" button and select the "Advanced settings" tab.
Enable the option "Write response to a file" to store the responses.
For more information, you can check the NeoLoad documentation here
Regarding the response time of each response, you can't get them as is. NeoLoad does not keep the raw data at the request level.
However, it stores the raw data at the container level. So if your SOAP request is under a page which is under a single container, the response time at the container level will be the response time at the SOAP request level. In that case, from the Results section, Values tab, you will be able to export the raw data of your SOAP request.