can you do packet capture at the edge of your network (i.e., on the router)? see exactly what the weather station is sending, and where it is sending it. it is possible that the console configuration did not 'stick', or that there is a bug in the firmware, or you mistyped the address when configuring the console.
try using an ip address in the console, not a hostname
if you have control of your router, change the dns entry for
www.wunderground.com (or whatever hostname the console is using to contact weather underground - i am pretty sure it is not
www.wunderground.com), preferably just for the console.
if your network configuration supports it (mirrored port on a switch or ethernet hub), put the weewx-interceptor into sniff mode instead of listen mode, and have it capture whatever traffic the console is sending.
m