Dell Mobile Connect 3.0 not working on XPS 13 9300

Brand new XPS 13 9300, downloaded the brand new Dell Mobile Connect 3.0 from Dell.  Installed and run. Downloaded latest Dell Mobile Connect from Apple App Store on iPhone 11 Max.  Paired iPhone to 9300.  When I run the app on the iPhone it shows a screen with a code.  On the XPS 13, The notification page show "One Last Step", which instructs to download the phone app and run.  Then it sits there and waits.  And waits.  The app and the phone never seem to connect to make that go away. 

Have restarted iPhone, restarted XPS 13 9300.  Uninstalled iPhone app and reinstalled.  Close and restarted iPhone app about 10 times.  Each time I get a new code, but the XPS and iPhone don't talk to each other.

Now, when a text comes in on the iPhone, it does display it on the XPS.  I can dial out in Dell Mobile Connect.  Contacts are there.  But, cannot send texts, and the notifications screen always shows "One Last Step".

How can we complete this "One Last Step"?  What are we doing wrong?