Postman returns status 200 OK, but JMeter gives 'Connection timed out'

Question

I will try to provide as much as information as I can remember and can share due to sensitive data.

Postman:

I have an GET request which response gives me auth token and I pass that token to rest of the requests. I get STATUS: 200 OK every time. The GET request has some header configuration - some default ones and some specific to call i am sending. Postman proxy settings uses system default one.

JMeter

So in JMeter I have a Thread Group, and in that thread group is a HTTP Request ( GET ), and for that HTTP Request I added HTTP Header Manager where I copied all headers that are in Postman. Also I've tried to set Timeouts(milliseconds) in Advanced settings for HTTP Request. Also I've tried setting proxy for JMeter from command prompt but still no hope. HTTP Request uses https protocol.

The errors I am getting in JMeter ( via View Results Tree ) are:

"Response code:Non HTTP response code: org.apache.http.conn.HttpHostConnectException

Response message:Non HTTP response message: Connect to "cant share - confidential link" Connection timed out: connect"

Does anyone have some ideas what could've I set wrong ( I always assume that it is my fault in the first place )?