Usually, connection speed is not a problem, more important is connection quality, but connecting should work in every case.
When you are connected, at least 4 of the 6 status LEDs show either green or red very clearly, so I assume you are not connected.
You might want to try the connect via key code option instead: click the key symbol in the top right login section after you started VST Connect. Let the performer type the key number shown and hit connect, does that work for you?