If you are using Sitecore 9.3, it is now also required to manually update the web.config file to include your platform URL in order for the Connector to work. This is due to recent Sitecore Content Security Policy changes.
- Open Sitecore web.config file
- Add your platform link after the img-src 'self'
<add name="Content-Security-Policy" value="default-src 'self' 'unsafe-inline' 'unsafe-eval' https://apps.sitecore.net; img-src 'self' https://yourplatformurl data:; style-src 'self' 'unsafe-inline' https://fonts.googleapis.com; font-src 'self' 'unsafe-inline' https://fonts.gstatic.com; upgrade-insecure-requests; block-all-mixed-content;" />
If you are using Sitecore 9.3, please also note the following article:
Bug With Password Field In Sitecore 9.3