The log file is your best source of truth. While in WinPE, press F8 (if command support is enabled) and navigate to X:\Windows\Temp\SMSTSLog\smsts.log . Look for the specific URL the client is trying to reach. Test that URL from another machine to see if it returns a 404 or 403 error.
If the client cannot download this file, it returns .
The PXE boot phase uses the broadcast to find a PXE DP, but the variable file download uses client-server communication via the MP – which relies on boundary group membership to know which DP to serve content.