Hi,
Check whether the data warehouse write user has a proxy server active. If this is the case, log in with that user on the RMS, and disable the proxy, or reconfigure it so it bypasses local addresses.
In addition, I found a discussion among kumaravelu-1265, RogerXue and Crystal, and we may take a look to see if there is any helpful information.
https://learn.microsoft.com/en-us/answers/questions/358918/scom-2019-data-warehouse-failed-to-request-a-list.html
Alex
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