Do you want to record a midi clip or an audio loop? Can you trigger them when you're not recording? On which MIDI CC-Number and channel do you have them? Do you use a MIDI-Controller to trigger them?
Open the MCC (MIDI Control Center) and look for the CC-Number and Channel if you want to trigger them by MIDI-Clip! You also have to choose the right play mode for the pads! (Gate - Trigger - Loop)
The easyest way around this is using the REX files on an audio track inside your DAW. Application Data>Arturia>Analog Laboratory>Samples
If possible rout the MIDI track to the input of an audio track and record on this track!