Ethernet link on DE2-115

Are you sure the Ethernet link has already been established when you start the SSS task?

Probably the driver initialization code sends a PHY reset command, so you need to wait a short time before the link becomes active again whenever you restart your application.

Do you have some debug printf in your console, showing when autonegotiation is actually performed?

Moreover, what do you mean with 'several seconds' : a few seconds or much longer time?

You can try to wait longer than this time (with a sleep) before calling sendto: this way you will understand if the problem is related to a needed delay or it's a pathological problem affecting the first packet transmitted.