After an MSDP peer is configured, it stays in Down state.
An MSDP peer relationship is set up based on a TCP connection between a local interface address and a remote MSDP peer.
Run the display arp all command to check ARP entries on the two devices.
Run the display ip routing-table command to check the routing table of the two devices.
Run the display current-configuration command to check whether the local interface address is the same as the remote MSDP peer address configured on the remote device.