I was experiencing the same issue. I did install the orocrm bridge which needs to access the soap api, followed the given steps to configure a soap role and a user and then I tried to connect: 💥

After digging in the logs, I did notice this error:
[2017-07-03 16:57:46] app.CRITICAL: MageCheck
error: 0: [message]
SOAP-ERROR: Parsing WSDL: Couldn't load from
'https://my.magento.store/index.php/api/v2_soap/index/?wsdl=1' :
failed to load external entity
"https://my.magento.store/index.php/api/v2_soap/index/?wsdl=1"
[request]
<?xml version="1.0" encoding="UTF-8"?>
<SOAP-ENV:Envelope xmlns:SOAP-ENV="http://schemas.xmlsoap.org/soap/envelope/" xmlns:ns1="urn:Magento" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:SOAP-ENC="http://schemas.xmlsoap.org/soap/encoding/" SOAP-ENV:encodingStyle="http://schemas.xmlsoap.org/soap/encoding/">
<SOAP-ENV:Body>
<ns1:login>
<username xsi:type="xsd:string">orocrm</username>
<apiKey xsi:type="xsd:string">***</apiKey>
</ns1:login>
</SOAP-ENV:Body>
</SOAP-ENV:Envelope>
[response]
<?xml version="1.0" encoding="UTF-8"?>
<SOAP-ENV:Envelope xmlns:SOAP-ENV="http://schemas.xmlsoap.org/soap/envelope/">
<SOAP-ENV:Body>
<SOAP-ENV:Fault>
<faultcode>WSDL</faultcode>
<faultstring>
SOAP-ERROR: Parsing WSDL: Couldn't load from 'https://my.magento.store/index.php/api/v2_soap/index/?wsdl=1' :
failed to load external entity "https://my.magento.store/index.php/api/v2_soap/index/?wsdl=1"
</faultstring>
</SOAP-ENV:Fault>
</SOAP-ENV:Body>
</SOAP-ENV:Envelope>
[code] 500 [] []
I figured out why I experienced this issue. Actually, this wasn't related to orocrm but to magento. That was a firewall issue. Actually, I did add correctly the rules to allow the crm server to attack the magento api but this one needs to reach out itself ! So after some headaches, I just add a rule on the magento server's firewall to allow itself (the magento server) to reach its own api (kind of external lookup)...
Anyway, I hope this will save some hours to someone