(First: you're inside a collection when you're trying this, right?)
What if you, on your Mac open the Finder and press Cmd+K and type in
http://TheIPYouSeeWhenEnteringTheCollection:8080 (if port 8080 is the one you have configured in the WebDAV ShutterSnitch settings) and then hit Connect?
The Finder should then ask you for your credentials, pick Registered User and put in "snitch" (if that's the username for the FTP server) and the password is your super user password.
If that doesn't work, I'd say something's funky on your network. Closed ports in your firewall or router or something like that.
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