I am getting the same errors, regarding this issue i saw the information in documentation in that mentioned
"If the error details are "java.net.ConnectException: Connection timed out: connect" for all the requests, it would suggest that the Load Generator cannot access the application. You can verify this behavior by trying to access the application on the Load Generator machine" but currently i am accessing the application in same way like server and Neoload was located in same machine but still getting that issue
I would suggest you to look at the network properties of your local load generator from the Runtime section.
Make sure that you did not check any of the network interfaces. Another possible cause is if you set a proxy in the NeoLoad preferences and it is not needed.