What is the output from connecting to Livy using curl? From the terminal try,
curl https://abcxzy:8999/sessions
Can you execute the examples say, from http://gethue.com/how-to-use-the-livy-spark-rest-job-server-for-interactive-spark-2-2/ ?
Since you might have a complex authentication setup, I would recommend to take sparklyr out of the picture first and try to get simple commands working. Once you know what authentication is in-place and the HTTP headers you might need when using curl, you can map those headers to sparklyr by setting sparklyr.livy.headers, for instance:
config$sparklyr.livy.headers <- list(
livy_header1 = "value1",
livy_header2 = "value1"
)