WSO2-EMM: Error - there are no application members available

Question

I have in a test environment a cluster of WSO2 EMM servers fronted by a WSO2 ELB. The ELB starts, but when I try to reach the cluster through the ELB, I get following error:

ERROR {org.wso2.carbon.lb.endpoint.endpoint.TenantAwareLoadBalanceEndpoint} -  No application members available {org.wso2.carbon.lb.endpoint.endpoint.TenantAwareLoadBalanceEndpoint}

The service is defined in loadbalancer.conf as follows:

emm {
    domains {
            wso2.emm01.domain {
                    tenant_range    *;
                    mgt {
                            hosts mgt.emm.example.com;
                    }
                    worker {
                            hosts emm.example.com;
                    }
            }
    }
}

The cluster membership scheme is multicast. All cluster members and the ELB are in their own virtual machine, so there should be no issue with the port numbers.

There is no guide for clustering EMM fronted by ELB, so I am at a point where I am groping around a little.

According to the logs, the cluster members should register with the ELB? How do they accomplish that?

Is there anything specific which relates to a setup like above that I need to add? Please let me know if you need more information.