By default, Headwind MDM uses MQTT protocol to deliver Push notifications. It looks like MQTT is not properly configured on your server. See https://qa.h-mdm.com/5102/ for details how to fix MQTT issues.
However, even if MQTT is not working, you can set still the automatic polling for configuration changes.
To do that, open the configuration details, Common settings, then set Push Notifications: HTTP Polling. Then click Save at the bottom of the screen to apply changes, and tap the sync button in the app once.