I got feedback from the hosting company:
Remote Database access is not permitted for security reasons. If you are trying to run any database scripts you would need to connect to them locally, or setup a platform like PhpMyAdmin locally on the server to act as an intermediary with a local connection script setup to use the server but still allow the remote access.
If this is a local script, if you can let us know which specific script you are trying to run from the server we can help to take a look into this and see if we can find any issues with the script causing the issue. Any steps you can provide on how to recreate the problem would help us to better look into this for you.
So I have done the old fashioned way of WP Importer!