Since this only affects a single agent, I'd focus on isolating what's different in that user's environment.
I'd verify that the QM recording policy includes both Inbound and Outbound conversation directions and confirm there isn't another policy or user-specific policy overriding the expected behavior.
If you're using GCBA in loopback mode, have the agent open https://127.0.0.1:8191/version to confirm GCBA is responding, and verify that Local Network Access (LNA) permissions have been granted.
I'd also review the GCBA logs during a failed inbound interaction and compare them with a successful outbound call. Since outbound recording is working, the logs may help identify what's different during inbound processing.
If possible, test the same user with the Genesys Cloud Desktop App or have them sign in on another workstation to determine whether the issue is browser/device-specific or tied to the user's profile.
If everything checks out, I'd recommend opening a Customer Care case: https://genesys.my.site.com/customercare
I experienced a very similar issue where only one agent was affected, and in our case the root cause was the user's home network/VPN configuration. Since this appears to be an isolated case, Customer Care should be able to analyze the GCBA logs and investigate any environment-specific differences.
Hope you get it resolved soon!