All right, so I tried using the local_ip option - but no luck. Netstat -uan reports that the box is listening on eth0 to the OSSEC port. However, OSSEC still didn't pick up any agent messages. I turned eth3 down, and immediately got agent messages. Turned it back up, messages stopped.
So local_ip has no effect on this problem. The OSSEC Manager wants to listen to eth3 unless forced to do otherwise. I've got no idea what to try next... any suggestions?
