Hi Mark
I can't say I've run into this issue as our LDAP worked first time. But to me it sounds like a firewall issue. I'd check the firewall settings on both servers. The fact that you are not getting any request sent to the LDAP server could point at your Moodle server's firewall being the problem, but I think it's more likely to be the LDAP server blocking it. If it comes to it take both firewalls down, I'm assuming they are at the same location so intranet connected, and see if you can connect then. If so then you either run without a server firewall, relying on your router or try putting one firewall back up and see if you can still connect; then the other. Then look at which is blocking you.
Hope this has been of some help any problems let me know.
John Gifford