DIAGNOSIS Wireless Direct (where the printer creates its own Wi-Fi network) often conflicts with your phone being connected to your home Wi-Fi. Your phone can only be on one Wi-Fi network at a time.
FIX Let's connect manually. 1) On the printer, press the Wi-Fi button until the light flashes. This turns on Wireless Direct. 2) On your phone, go to Wi-Fi settings. 3) You should see a new network named something like 'CanonG3270series'. Select it. The password is usually the printer's serial number (found on a sticker on the back or bottom). 4) Once connected, open your printing app (Canon PRINT Inkjet/SELPHY) and it should find the printer.
IF THAT DIDN'T WORK Ensure your phone isn't using 'Mobile Data' aggressively. On iOS, turn off 'Wi-Fi Assist'. On Android, turn off 'Switch to mobile data' in your Wi-Fi settings. These features can drop a weak direct connection. Also, make sure you're within 10-15 feet of the printer with a clear line of sight.
HEADS UP Wireless Direct is great for one-off prints, but it's slow and you can't use the internet on your phone while connected. For regular use, setting up the printer on your home Wi-Fi network is a much better solution.