Don't check any further : you can't connect because you can't resolve. Either make it resolvable, either replace the connection URL in configuration by IP address in place of FQDN, which I don't recommend since certificate CAN'T be based on IP addresses...
When you receive a "server (null)" message, it is because server name can't be resolved by the client. The reason why you configure security server <-> connection server tunnel with IP addresses is because they may not be able to resolve each other's FQDN.
Is the PCoIP Gateway feature enabled on your Connection Servers ? It may help if you send us pictures of your configuration (Security and Connection servers)