I assume you mean first packet isnt SYN? Anyway, what really means in layman's terms is that connection is not completing to the point of 3-way handshake, syn-synack-ack
I would say run below captures. Lets assume src is 1.1.1.1 and dst is 2.2.2.2 and port is 444
tcpdump -enni any host 2.2.2.2 and port 444
fw monitor -e "accept host(2.2.2.2) and port(444);"
fw monitor -e "accept host(1.1.1.1) and host(2.2.2.2) and port(444);"
fw monitor -F '1.1.1.1,0,2.2.2.2,444,0" -F "2.2.2.2,0,1.1.1.1,444,0"
Idea is when you do -F flad you follow "srcip,srcport,dstip,dstport,protocol"
You can also refer to great site my colleague made over the years for captures/debugs on different vendors
Andy
www.tcpdump101.com