Yellow and blue LED means the openSPOT2 is trying to connect to the selected server:
http://manuals.sharkrf.com/openspot2/en/led-states.html
This means the server which you are trying to connect is unreachable (or does not accept your connection). It also signals that the openSPOT2 has a working internet connection available.
Post a screenshot of your OS2 connector settings and we'll take a look at it. Make sure advanced mode is turned on before taking the screenshot.