it is looking for preferred server to download your pxe menu which is dosmenu.cfg.
You said your core server is in the preferred server listing. Does it have a subnet range? Is the machine your booting up in that range?
We leave our core server as a preferred server and leave no subnet range so if there happens to be no preferred server to point to it has a plan B route.
No, I did not put any subnet on the core as a preferred server. The only reason I also actually put the core as a preferred server because the machine was looking for one. The machine I'm booting up is on a different subnet range.
I'm looking at any security/configuration on the network that might prevent to download the file type of the menu, is there anything you can think of?
I know this us an old issue but I had the same problem. After a few hours of testing I found out that that client was not able to resolve the correct ip address of the core server. Had the network guy resolve the DNS registration of the core server and all is good now.