Hi,
Could you check the below document for troubleshooting connections between ISE and pxGrid:
http://www.cisco.com/c/en/us/support/docs/security/identity-services-engine/200319-Troubleshoot-ISE-and-FirePOWER-Integrati.html
if you still face the issue, then raise a TAC case so that we can narrow down the issue and assist you further.
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Thanks,
Ankita