I got the same error while running a bigger External Mode Programm (without an S-function) on the Due.
I solved it by decreasing the Fixed-step size in the Solver or setting it to "auto".
My guess is this error ocurrs because the server which is set of while running the external Mode wants an update form the variables and the Due isnt finhished calculating the latest step. Then a timeout Problem ocurrs and the connection breaks off.
The Due has so much computing power that it shouldnt be a Problem but ....