Hello, if the ProGet server is running (and didn't crash), and you don't see any errors on the ProGet server... then the issue is between the server and the client.
You can try to trace this using a tool like Wireshare or Fiddler, but to be honest the error could be anything including a bad wifi/network connection. It's not PRoGet or chocolatey specific, so you can search broadly for "how to troubleshoot unable to connect to remote server" for lots and lots of tips on how to resolve such an error.
Cheers,
Alana