Unable to open modem DFU socket - mfw v1.0.1

I received some A/B differential modem firmware for testing the modem FOTA, but am unable to open the DFU socket at all.  I am currently using mfw_nrf9160_1.0.1 and NRFX library from commit a806f5fcac3bde98c4c7324a0c4d547b4ba89f75.

When I try to start the download, the application grabs the first fragment, recognizes it as modem firmware, then gets a result code of -1 when it tries to open the socket.

[00:01:12.580,963] <inf> download_client: Attempting to connect over IPv4
[00:01:12.850,830] <inf> download_client: Connected to www.mycompany.com
[00:01:12.850,830] <inf> download_client: Configuring socket timeout (30 s)
[00:01:12.850,860] <inf> download_client: Downloading: /dfu_9b7e_to_4eea.bin [0]
[00:01:13.049,896] <wrn> download_client: Copying 397 payload bytes
[00:01:13.250,488] <inf> download_client: Downloaded 2048/30590 bytes (6%)
[00:01:13.250,518] <err> dfu_target_modem: Failed to open Modem DFU socket.
[00:01:13.250,549] <err> fota_download: dfu_target_init error -1
[00:01:13.250,579] <inf> download_client: Fragment refused, download stopped.

Is there some pre-requisite I'm missing for this to work?