@ManuelF Apologies for the late response.
One of the usual problems when the Endpoint is not connecting to ES is if users are using a self signed cert. Are you using a self-signed certificate on your elasticsearch host?
https://127.0.0.1:9200
If you are using the self sign cert, for the time being, follow this thread which has a workaround and more debugging options: Missing Elastic Security and endpoint integration data
This is a known issue with passing the cert down to the Endpoint which will be fixed in an upcoming release.
Let me know if the above is the issue. If not, we can dive further.