When you are bringing up a new HDK, the HDK will return "Service Unavailable" until you connect a usb cable to the native usb port (on a Arduino M0 Pro) and either connect a terminal app (on your PC) or open the serial monitor window in the Arduino IDE. Once you do this, you can get to sensor data (via CoAP).
One you see debug output, you can disconnect the usb cable and the HDK continues to work. I have also noticed that the HDK continues to work across power cycles. It appears the first time is critical.
Note that you need to do this after the HDK connects to the network.
I will do more debugging and try to provide more information.