I started having the same problem with cgminer when I switched over to LTC (scrypt) mining. When I'm mining LTC it's as if cgminer's api port isn't listening.
As a science experiment I switched back to BTC mining and Anubis could connect again.
I posted this on the cgminer thread but it was ignored.
I'm running BTC mining and having this error, Tried an older CGMiner version 2.11.3 and same as 2.11.4.
Does this mean we have to open the ports on the computer (Turned off windows firewall)? Not sure how to fix this...