You followed the available guide to setup this but the results are not the expected.
Here's a quick troubleshooting sample to help you out.
When executing the powershell command to add the Hybrid Worked, make sure you use the switch -verbose to receive detailed information about the installation.
We confirmed that this particular issue was related with the traffic being blocked on the firewall to the following links\ports:
|Agent Resource||Ports||Bypass HTTPS inspection|
After allowing the traffic, success.
Hope this helps!