This article discusses the errors Agent Unreachable or Service not running when trying to install and run the ShadowSnap agent on Windows 2012 Server.
Despite correct settings in Windows Firewall and in anti-virus exceptions, port 25566 appears as filtered.
The issue may be linked to Group Policy settings for the device network, specifically Direct Access Server (DAS) settings.
First, ensure that firewall and antivirus exceptions are properly configured for target machine. If that is set properly, and you still get the error, reconfigure your DirectAccess settings. To do so, visit this Microsoft KB article: