It looks like there's a problem with the Veyon Server interacting with the internal VNC server (the failed to set socket timeout(0) message is also suspicious). Did you enable multi session mode in the Service settings? If so, can you disable it? Otherwise, try to enable it for testing. Can you alternatively install UltraVNC separately and configure the Veyon Service to use an external VNC server? Just to make sure it's not a problem with the builtin UltraVNC server.
I also wonder that the thumbnails do work and remote control isn't. Both functions use the same technique and settings for connecting to the computer. Is there any TCP connection limit configured client side?