Please use the help thread, this question has been asked and answered countless times and by searching within the help thread you may not have even had to ask it.
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As far as your issue...
Check through your port configuration in your SQL configuration manager for the TCP/IP settings and make sure you configured them properly.
I am not sure what server files you are trying to use, because you did not say, but in my server files auth port is 8841 not 4500
If this error occurs when you start captain herlock then the error may be in your game server opt which you have not posted.
Make sure to check your Auth server settings in the game server opt.