First you should test the connection using NTRadPing as instructed in the Verifying ESA Radius Functionality document.
If the connection is failing you should look up the Radius.log file found at "C:\ProgramData\ESET Secure Authentication". In that log file search for "Radius.log Auth request received from" or "RadAuth req. from" and check what IP address is trying to connect to the server. There should be a log including that particular IP address. Make sure the found IP address is configured as a RADIUS client in the settings of your installation of ESET Secure Authentication:
ESET Secure Authentication Settings > ESET Secure Authentication (in the left tree) > <domain> > RADIUS Servers > <server>
Make sure the configured RADIUS client has the shared secret set correctly there.