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As a test, try disabling the Windows Firewall on all nodes. Then try configuring again. If it works, then you can either 1) leave the firewall off or 2) poke appropriate holes in it yourself. Use Tableau Server Ports as a guide, or just allow all traffic from workers. (Or if you couldn't disable the firewall at all due to IT policies, perhaps you can pass the aforementioned product help page to the IT dept.)
If disabling the Firewall didn't change anything, then I'm on the wrong track here.
Yes, the firewall was down and tableau already opened up the ports.
The worker nodes and the primary was on different subnet, which caused issues during communication.
The coordination service just did not talk with the primary.
I changed the primary server to the same subnet and it all went well.
Was able to configure HA with 3 nodes and failover.