Where do you see those errors?

I see this error in the SQLH2 Log file created when we run the SQLH2.exe.

From my experience when you start the SQLH2 Performance Collector, for each counter one or more entries show in the application log. If any counter fails an error will be recorded for that counter specifically. One failed counter will result in total failure to import data into the SQLH2Repository.

I am trying to collect the performance counters from a target server. It is working fine for the local server.

All the performance counters exist in system monitor.

Do you see any files created in the SQLH2\PerfCollector\Data folder?

No file in this folder but there is a txt file under D:\SQLH2\Perfmon

Have you tried to start sqlh2.exe manually? It tried only manually.