FYI, I just added a GWEXER to an existing CP4 system (with AUTH of course...)
After the usual hash of getting these units online with themselves and setting the IP table entry, I had a similar experience with getting the unit communicating as I have with the CEN-IO boxes...
The CP4 showed the unit online and the GWEXER showed offline.
I had to add this setting in the GWEXER and then things worked:
setcsauth -n:<username> -p:<password>??????(This is the UN/PW of the Processor)