Error fetching issue types. Unexpected response code: 404

When we enter our Jira instance URL and password, its able to reach the Jira and we are able to view the existing project info in the project dropdown. if we select any one the project in the project dropdown then its showing "Unexpected response code: 404"  

Please refer attached screenshot.

zfj-importer-utility-0.40.jar

Launch importer using below command:
"C:\Program Files\RedHat\java-1.8.0-openjdk-1.8.0.412-1\jre\bin\java" -jar zfj-importer-utility-0.40.jar