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Run on the external computer:
telnet your.host.com:31000
If you get "Connection timed out", this means you need to configure your firewall to open the port 31000 (or forward it to the Headwind MDM server if you're using NAT).
If you get "Connection refused", this means the network is OK but the MQTT configuration is wrong. Follow this article to configure MQTT: https://qa.h-mdm.com/1714/