First off, connection has absolutely nothing to do with whatever audio interface you are using, so internal soundcard is just fine.
“Sorry, connection failed, no reply” means exactly that, but it is hard to tell why that happens. Usually this occurs when either side installs and activates some restrictive antivirus or other security software, you might try to disable it on both sides.
We don’t even know what systems or software versions you are using. If you are willing to provide either of your user names, we might look up the logs, but that will probably just tell us that attempts to connect are being refused by either side.