Script replay challenges in the recorded script against SSO application

We are trying to create a script for SSO application. The challenge I am facing is in while replaying the script.

The following is the scenario:

Step 1: Access the Application.

While recording for step 1 it generates a few authentications nodes for SSO in Neoload. When I replay the script it doesn’t perform the redirection and route the script back to the single sign on page instead of the application. We also did install the application client certificate and NeoLoad_Root_CA Certificate. Unfortunately, no luck. In essence, the issue is basically while replaying the script, it isn’t not authenticating the user and redirects that user to the typical single sign on page.

Any suggestions would be greatly appreciated!