ZPA + Cisco Finesse Call Center - Recording Issue

We are having a strange issue related to using our Cisco Finesse Call center software for remote users on ZPA.

Phone calls (using Jabber) that the user starts to an outside number will record correctly. Calls that originate from an outside phone line and are then passed to the call center system and to the end-user, will not record.

Is anyone out there using Cisco call center software and ZPA? Would like to see if anyone else has issues or has come across any configuration needed for this. Thanks!