Your outputs.conf on UF is also on place and working?
You should found UF's internal logs on IDX by queries from SH like index=_internal host=<UF name*> source=*splunkd.log sourcetype=splunkd earliest=0
If you see something then UF has connection to your IDX if not then it haven't that connection. Then you should look UF's splunkd.log etc. locally on file system. There should be explanation why it cannot connect to IDX.