Is your server certificate self-signed? It sounds like the issue in this case is most likely TLS handshake not completing. To confirm this, could you do a packet capture when the router is attempting to connect to the provided server?
Note: the "tcpdump" package will be necessary for this. If it's not already installed on the device, please navigate to the package manager at Services>Package manager>Packages then find the "tcpdump" package and install it.
1) Login to the router via WebUI and disable the "Data to Server" service at Services>Data to Server
2) Navigate to System>Administration>Troubleshoot. Once there, select the option "Enable TCP dump". Then, configure to capture only the most specific traffic by specifying the following parameters:
Select interface: <your mobile interface used for internet connectivity>
Select protocol filter: All
Select packets direction: Incoming/Outgoing
Host: <The data server IPv4 address>
Port: <Destination port used to connect to the server>
Select storage: RAM memory
When done, enable the TCP dump, then save & apply settings
3) Navigate back to the Services>Data to Server and enable the service. Give the router a minute to try and connect
4) Navigate back to System>Administration>Troubleshoot and download the TCP dump file
5) When TCP dump file has been downloaded, disable the tcpdump packet capture
6) Additionally, please generate a troubleshoot file and attach it as well
Once you have both the tcpdump and the troubleshoot file, please send these files over to me via private message.