Get-ADReplicationFailure PowerShell DataSource

Yeah, you have to decide where you want the script to run. If what you quoted above is the entire script, then it's running on the collector, not talking to the AD controller (unless the cmdlet does that under the hood). 

If you want to run a script on the ADC, you can use the invoke-command cmdlet, which will "push" the script to the target from the collector, run it on the target, and take the output back to the parent script running on the collector.