Just a few more questions. Are your lab systems Linux or Windows? Which release of the SDK are you using? (The one currently downloadable from this site?) Also, just so we don't have to ask later, what systems are you running on? Are you running on production systems? If not what stepping are your processors and what version of the firmware is on your system?
Note that the 2.1 Release of the SDK will be avaliable for download from this site in a few days. Meanwhile, we will look into your problem.
I there, maybe I can help. I have been building an IAMT application in C# for a while and I do get "Connection Closed" exceptions occasionaly, not just for getting the power state. I have noticed that if I try to open many TCP connections to IAMT at the same time, it will happen quite often and so, I grouped all my connections in .NET and it solved some of it, but not everything.
I ended up changing the web services code to add a two automatic retrys with I get a "Connection Closed" and it solved it completely. This may not be exactly your problem, but just for kicks, retry your call when you get that error, it may work all the time the second time around.
Intel Software Engineer.