After applying all the steps above, please restart your firewall (if you have an HA pair you will have to force a failover and then failback).
NOTE: Make sure that ports from 2259 to 2280 are not being blocked by any upstream device. Try to run a packet capture on System | Packet Monitor to see whether the firewall is correctly generating the packets (packets being displayed as Generated).
If the issue persists, you may want to contact our SonicWall Support to look into this further.
Firewalls>SonicWall NSA Series>Capture ATP
Firewalls>TZ Series>Capture ATP
Firewalls>SonicWall SuperMassive 9000 Series>Capture ATP