Diagnosis
The most common cause is the phone's WiFi network. The heater only connects to 2.4GHz networks, not 5GHz.
How to Fix It
On your phone, go to WiFi settings and temporarily switch to a 2.4GHz network. Ensure the heater is within 10 feet of the router during setup. Follow the app steps again. Do not use VPNs or ad blockers during setup.
If That Didn't Work
The heater's WiFi module may need a hard reset. With the unit on, press and hold the Oscillation button and the Power button simultaneously for 5 seconds. The WiFi icon on the display will blink rapidly. Try setup again.
Heads Up
Once set up, the heater will not reconnect automatically if you change your router's name or password. You must reset the heater's WiFi and go through setup again.