Same issue here. From talks with my SE buddies, this is an issue, but there aren't too many customers migrated to SC 4.2 and Data Broker, so... maybe there will be a fix (4.2.1 or 1.1)?
For t-shoot, I've gone through all the steps - disabled firewall in SC's Windows Server, checked services, checked DNS resolution, restarted Data Broker, just about everything short of a clean install. There's definitely a bug affecting some users. Let us know if you ever get it sorted out.