When you try to print Labels through The Order Exchange, first it needs to be verified whether you can access the below;

labelservice.hosted-commerce.net
api.labelary.com

If the system blocks to access any of this that could end up with issues in printing labels. An Anti-virus software or a firewall could be the reason for why access is failing.

Please check on your computer and if the issue still exists send it to The Order Exchange Support.