First, make sure you’re phone is connected to a 2.4Ghz network.  Your smartphone must be connected to a  2.4Ghz Wi-Fi frequency during the device set up.   In some cases, you may need to set up a dedicated guest network that is 2.4Ghz.  You will not be able to set up the devices using a 5Ghz Wi-Fi network. If your smartphone is already on the right Wi-Fi frequency, make sure that your phone is not using a VPN app in the background.