Coldfusion sometimes has problems with cfhttp and HTTPS. In
order to connect to an https server, you may need to include the
following <cfhttpparam>'s:
<cfhttpparam type="Header" name="Accept-Encoding"
value="deflate;q=0">
<cfhttpparam type="Header" name="TE"
value="deflate;q=0">
If you are not having a problem with HTTPS, try doing a dump
of your CFHTTP structure after your <cfhttp> call. You may
get some more info about your problems based on the status code. CF
sometimes returnes connection failure errors for a number of
different reasons.