Unable to generate ClientToken when using PayPal express checkout via Braintree Direct .net server sdk

I'm trying to integrate PayPal using "Express Checkout via Braintree Direct .NET Server SDK". Document which I'm using: https://developer.paypal.com/docs/accept-payments/express-checkout/ec-braintree-sdk/server-side/dotnet/

I generated a Sandbox Access Token and trying to use it in BraintreeGateway class:

BraintreeGateway gateway = new BraintreeGateway();
gateway.Environment = Braintree.Environment.SANDBOX;
gateway.AccessToken = <SandboxAccessToken>;

Error I get:

ErrorCode: 10060

Error: OAuth 'gateway.OAuth' threw an exception of type 'Braintree.Exceptions.ConfigurationException' Braintree.IOAuthGateway {Braintree.Exceptions.ConfigurationException}

System.Net.Sockets.SocketException (0x80004005): A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond 184.169.137.109:443 at System.Net.Sockets.Socket.DoConnect(EndPoint endPointSnapshot, SocketAddress socketAddress) at System.Net.ServicePoint.ConnectSocketInternal(Boolean connectFailure, Socket s4, Socket s6, Socket& socket, IPAddress& address, ConnectSocketState state, IAsyncResult asyncResult, Exception& exception)

Is that the right way of initialization or I'm missing something? or could it be some firewall issue?