Do you have a green dot on the client ?
Does it update the virus definitions ?
On the client go to Help and Support - Troubleshooting: check if the client is reporting to server or does it say Self-managed or Offline,
Are the other clients updating with policy ?
What version of SEP are you using latest is 11.0.4202.xx ( MR4MP2 )
I think there was a issues somewhat related that making a policy un-shared breaks communicaton or something like that.
So make sure you are using the Latest Version of the software.