Hello Daniel,
The message indicates the agent lost connection with the EM, but there can be many reason for that, most probably the agent disconnection is due to some performance issues affecting the cluster/collector.
-Check the status console, for more informaiton see The APM Status Console - CA Application Performance Management - 10.2 - CA Technologies Documentation
-Look at both the agent and EM logs. In the EM logs search for the following words/string: [WARN], [ERROR], reached, capacity, outofmemory, too many, outofmemory
-Review: Common Errors and Resolution - CA Application Performance Management - 10.2 - CA Technologies Documentation
I hope this helps,
Sergio