This error means that the destination port is not reachable anymore. We can see from your screen shot that you got that error from your 2 load generators.

That means that one of your network device does not accept anymore the connections to your application. Obviously it can be your application that is overloaded or a firewall that blocked all the communications or any other network devices.

Check the common network path between your local and remote load generator and try to find the culpirit by removing (if possible) one by one the network devices.

For example, if you use VM's hosted by the same machine, try with another physical machine.