You probably have to open ports on your firewall. G2 uses one set of ports to connect to a multiplayer session, and then another to actually "play." Here are the port numbers from the Knifeedge support site:

Using RealFlight G2
Connection
Ports for Client Configuration
Ports for Host Configuration

Initial TCP Connection
6073 Outbound
6073 Inbound

Subsequent UDP Inbound
2300-2400
2300-2400

Subsequent UDP Outbound
2300-2400
2300-2400

PM or email if you are still having trouble.

Carl