Since it is complaining /var/vcap/sys/run/cloud_controller_ng/cloud_controller.sock is not found, I thought I would just touch that file. Now I get:

2016/03/06 17:14:11 [error] 18497#0: *5 connect() to unix:/var/vcap/sys/run/cloud_controller_ng/cloud_controller.sock failed (111: Connection refused) while connecting to upstream, client: <bosh director>,
server: _, request: "GET /v2/syslog_drain_urls?batch_size=1000 HTTP/1.1", upstream: "http://unix:/var/vcap/sys/run/cloud_controller_ng/cloud_controller.sock:/v2/syslog_drain_urls?batch_size=1000", host: "api.bosh-lite.com"

Maybe there is network configuration problem in my environment?