I was able to resolve this after checking all of my configs (username, password, endpoint, and application name). The Jenkins configs looked good but my /etc/resolve.conf was wrong on my linux server. The issue was the DNS servers I was using did not know about *.saas.appdynamics.com. So I made sure I chose nameservers that knew about saas.appdynamics.com. If you are running linux you can run tcpdump/netstat/telnet to better understand the traffic or run wireshark on windows to debug it.
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