Working on the CMG for a customer and everything was in place however, on running the CMG connection analyzer testing the CMG channel for management point failed. The error reported:
Failed to test the CMG channel. Check SmsAdminUI.log for more details.
The SMSAdminUI.log is located in either the program files or program files(x86) under the Microsoft Configuration Manager folder in AdminConsole\AdminUILog.
On checking the log, the error code reported the following:
System.Net.WebException
The remote server returned an error: (500) Internal Server Error.
at System.Net.HttpWebRequest.GetResponse()
at Microsoft.ConfigurationManagement.AdminConsole.AzureServices.CMGAnalyzer.backgroundWorker_DoWork(Object sender, DoWorkEventArgs e)
If a client attempted to connect to the CMG the CcmMessaging log came back with a flood of errors. Not great.
The solution, in the end, turned out to be super simple. Stop the CMG service in the ConfigMgr service.
Wait for the service to stop and then start the service.
After the restarting the CMG service, I re-ran the CMG Connection Analyzer and all was good.
Hope that helps if you get stuck.
SCCMentor - Paul Winstanley 
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