I had the same issue, sshd got confused when I changed the port in sshd_config and restarted the sshd service, when I finally looked at the server logs (which it looks like you can't), sshd was complaining about the port already being in use, netstat agreed, and a ps showed several instances of sshd services running. I killed those and started sshd back up again, and was able to connect. I swear I tried rebooting to fix the problem but I guess not, because that would probably have fixed it.
Long story short, the sshd that should be listening on port 2222 to authenticate you is not the one actually listening, another sshd process is. If you have the same problem I did.
