This message indicates that the server was unreachable for client connections even though the healthcheck is passing. This can be due to several factors. Most likely the healthcheck is not operating at a high enough level, the healthcheck considers the server up whereas in reality the server is not ready to accept connections. This can also happen if the server has just gone down and the healthcheck has not yet failed.
In a wildcard service, these messages mean that a connection to your wildcard service was attempted but was not able to connect because the real server rejected the request. This can happen when a client tries to access a service which does not exist on the real server; LoadMaster accepts the connection and attempts to forward it, but the server refuses it and thus LoadMaster closes the initial client connection. These are normal noise for a wildcard service.