Normally there is no more other things of what you just try. You seem to have a connexion trouble to the connect server from your Nuxeo instance.
Is the Nuxeo is protected by a proxy? Have you something special on your Network that will explain this connexion trouble.
You can check logs to see if Nuxeo gives you more detail about connexion problem. I let you check this answer to understand how to check logs.
And if you want to have more information, you can ask to Log4j. I suggest you to activate debug on org.nuxeo.connect package. If you have too much debug information you can affine to a child package.
You can then share what you found as comment into this answer item 😄 We will try to help you...
