You should have your Subscribe, Unsubscribe and Run methods also log something.
If you find out that, after you run the client, Subscribe and Run get called and then "UNABLE TO CONNECT" appears, then the problem should be entirely in the DB access part (in fact, the reported message is not originated by Lightstreamer code).

In that case, we could not help you.
You should setup a simple .NET application not involving Lightstreamer in any way and try to log the DB table contents from there at regular intervals.
Once succeeded, we could help you porting the code in a Data Adapter for Lightstreamer.