What firewall / anti virus do you have installed there?
Do you use anything else that could interfere/block the connection?
Is player running on an account with admin privileges?
Could you try to set the local player library to the default one ie
C:\Users\USERNAME\Documents\Xibo Library
Just to be sure please also check the CMS library in CMS settings, it should be fully qualified path there, please see Library location section of this post - Xibo CMS Post-Installation Setup Guide
It seems odd, because all content seems to be downloaded, but for some reason it’s still blocked.