Error:
The Messaging Engine failed to add a receive location “rlAtlasMyExchangeName-RabbitMQ” with URL
“rabbit@VM3-NWalters.hg.mysite.net/Queue=D.Data.MySite.MyExchangeName&RoutingKey=D.Data.MySite.MyExchangeName”
to the adapter “RabbitMQ”. Reason: “None of the specified endpoints were reachable”.

Solution:
This means that either you cannot connect to the server (or maybe the user doesn’t have access).
In my case, it was a stupid typo, I had hg instead of hq in the Host Name.

I was setting up the Windows Service Bus on a Windows 10 laptop, on which I logon with my hotmail email as my Microsoft userid.
I creating my first C# program, and following the instructions here: MSDN Developing an Application/Service Namespaces.

This post entitled “How to setup Service Bus PermissioN?“, gave me the idea to run the Get-SBNamespace.  Let’s suppose my hotmail was NealSomething@hotmail.com.  Then I see that my username listed is just “Neal”.  This name matches the disk structure for “My Documents”, for example: C:\Users\Neal\Documents.

The results of the Get-SBNamespace and the successful New-SBNamespace can be seen below.  I see that “neal” (lower case for some reason) is listed under ManageUsers, so I specified that user on the New-SBNamespace command and it worked.