Had the same issue, just got it resolved...here is what ultimately fixed the issue...I think...lol. I went into my firewall settings and modified my TCP and UDP rule for fantasygrounds. I selected to have a specific program (Fantasygrounds) to be allowed access to the rule instead of the default any program that meets the criteria. Then I opened Classic to see if I could get a success and windows prompted me to allow it which I did and voila it worked. Logged into Unity and low and behold...It connects as well! Hope this helps.