Sorry for the late reply! I was on vacation.
I remember having this problem for a different check that I was performing. This may be (in my case) due to the Icinga2 Service account not having the correct permissions. You can fix this by going into the Services tool under Administrative Tools in your Windows machine and going into the Properties for the Icinga2 service (shown below).
Doing this should allow you to run the service from your Icinga server. There may be other steps, let me know where this gets you.
negative, this did not work for me. and I was unaware that it uses the icinga service to handle snmp commands. I was thinking it used the windows built in. "good to know"
any other ideas?