This knowledgebase article contains a workaround that can be used to avoid the "Failed to set packet filter loadstate" error.
Symptoms
Neverfail Engine fails to start and the following message is logged in the nflogs:
[ClusterControllerThread](com.neverfail.controller.cluster.ClusterController) - Construction / Initialization failed - com.neverfail.controller.ControlException: Failed to set packet filter loadstate
Cause
When Neverfail starts it checks the Packet Filter loadstate. If the Packet Filter loadstate information is not found, the above error is logged and Neverfail ServerR2 service is stopped. This can happen as a result of the Neverfail Packet Filter Driver not being properly installed.
Resolution
Installing the Neverfail Packet Filter Driver correctly should fix this error.
If only this key is missing, it can be added manually
Neverfail Continuity Engine
* This KB article doesn't apply to Neverfail Heartbeat because Heartbeat has a different Packet Filter version then Engine.