See the documentation on Debugging HTTP Communications with dotNetRDF
Set the following prior to your request:
Options.HttpDebugging = true;
This will then have dotNetRDF print debug information to the Console about the HTTP request and response, if this is not sufficiently enlightening also enable the following:
Options.HttpFullDebugging = false;
This will dump the full HTTP response to the Console so you can see exactly what error message if anything the server sent back.
However turning on the latter option will cause subsequent code to fail with now different errors because the expected response stream will not be exhausted so once this has given you enough information to debug your problem don't forget to turn it off again!