Hello,
in the end, the communication settings which allow clients to connect to the manager are in sylink.xml.
Whatever is the method you use to move the clients from a SEPM to another, it must result in a new sylink.xml in the clients, does it get replaced or not? You may check timestamps and content of that file, you will easily spot the management server list to determine if it is or not the expected one.
If it is the expected one but the clients are still connecting to the old SEPM, it means they are using the backup of the old sylink.xml because the new connection fails, likely due to a firewall in the middle.
If the sylink.xml does not get replaced, something is wrong in the procedure you use to do it.