Regarding the error
"Cannot connect to Media Agent on system localhost, port [40000-50000]"
even though you said that Windows firewall is disabled, the error message seems to indicate that there is a firewall in the configuration somewhere. After making an initial contact with the Disk Agent and Media Agent through port 5555, Data Protector uses 'Dynamic Port Addressing' to grab any port that is available. There is no firewall rule that allows data to flow through any port
First, you need to be sure that there is no firewall involved anywhere in the systems involved in this backup. If you find one running, and don't want to use it, turn it off. If it needs to be in place, you need to create a firewall rule to set a port range for data to pass though, and to add the Data Protector environment variable OB2PORTRANGE to the 'omnirc' file on all servers affected
For the connection problem, check connection outside of Data Protector. On the cell manager 'server1'
nslookup server2
telnet server2 5555
and do the same from 'server 2' back to the cell manager
nslookup server1
telnet server1 5555