I have been recording a SAP Web script this week, on a particular script that crosses different host names (i.e. the host in the URL changes and authentication happens undercover). As we moved to the second host in LoadRunner I was prompted in choose a certificate but the dialogue box did not display any certificates.
To overcome the problem all I need to do was use the fully qualified domain name. This is because that the authentication for the second host is processed using cookies. By not using the FQDN then the appropriate cookie could not be found. A five minute solution for a problem that took days solve.