In most cases one thing helps: pick a location, leave it alone, and sign in again with cleared cookies. The service ties the session to an address, so every server change can drop the sign-in or run into an error.
Close the app completely, turn the VPN on, then open the app again. The order matters: many apps check the network only at launch. On Android, also clear the app's cache if it keeps showing a connection error.
Make sure a system VPN profile is up on the phone rather than just the client being open: the status bar should show the active-connection icon.
The browser extension covers browser tabs only. The desktop and mobile versions of the app will not go through it; they need an ordinary VPN client, with guides on the setup page.
We do not guarantee that any particular third-party service works: they decide who to let in and change the rules without warning. The practical advice is simple: stay on one location during a session, and when there is trouble change it together with clearing cookies, since separately these steps help far less often.