C:\Program Files (x86)\McAfee\Windows Event Collector\debug.log might be helpful.
I had the same issue - I removed the collectors.
I believe that Collector 11 and earlier is not supported on 2012 R2.
Thank you for your valuable suggestions. I will check the logs. In addition I would like to understand correlation rules in SIem can you please share me any documents to understand better how to use correlation rules concept ?