I am sorry to hear that you are experiencing issues connecting Thunder to your project.
Can you please try to disable the proxy and turn off your firewall since that might be blocking the connection?
Another possible reason for the issue might be if you are trying to access the server through https://. If this is the case, please note that Thunder works only under http.
Can you please also checkout the following blog post
and in particular please refer to the last section of the blog post for more details on how to connect Thunder to your website.
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Sitefinity CMS Ideas&Feedback Portal
and vote to affect the priority of the items