I would start with WireShark. Install it on the machine where the TFTP Server is installed. Monitor the interface on which the TFTP Server listens and then initiate the transfer from the remote device. You should be able to see the communication there. If you do, make sure the port 69 is allowed on the firewall (or turn the firewall off just for a while).
You may also use ProcessMonitor and watch the "SolarWinds TFTP Server" process. When it gets the Read command, it should actually try to look for the file, open it for reading, and then start sending the contents back to the device (this should be visible in the WireShark).
Let me know if that does not help.