I know its been almost a year, but I have the same problem here. Seems like as soon as the systems are no in the same subnet and a gateway is between them there are some problems. The SDU connects to the system and everything seems so work fine except the remote control just keeps saying me it is not connected. I can also login via the webgui without a problem. Anyone some hints/ideas? Thanks a lot!
First I want to appoligize that you seeing issues with the tool. I haven't used the System Defense Utility so I can't comment on it (I saw that the download page has a support link so you may be able to get help on that front).
What I am familiar with is the Manageability DTK which can be downloaded from here: http://software.intel.com/en-us/articles/download-the-latest-version-of-manageability-developer-tool-kit/
It supports system defense and many other AMT features (and I know where the developers sit). The tool includes source if you want create custom tools or if you just want to play around.