Some trouble-shooting tips:
Proxy recording feature is just like a proxy, therefore, to trouble-shot, you can use some other proxy tools try see whether you can connect to your site from your Samsung phone. For example, with Fiddler, you can capture the traffic similarly, just don’t generate the script. If you cannot connect to site either with Fiddler, that should be a configuration issue that you can do some further check.
If you still cannot succeed after all the trouble-shooting steps, you can open a support ticket to get help from HP support.