Hi,
I recently faced the same issue and wanted to share some things that worked for me — maybe it helps:
Make sure you're using Mendix Studio Pro 10.x, not 9.x.
Both your mobile device and development machine must be on the same Wi-Fi network.
VPN or firewall might block the connection — try disabling them temporarily.
Allow incoming connections on ports 8080
or 8443
.
Try running Mendix Studio Pro as Administrator.