For the connection issue, you can check by the following steps to see where the problem is:
1）Reset the lamp by power on and off fives times in a row, and then see if there's AP named like "yeelink-light-***" in your phone's wifi list? If yes, go to see Step 2; If no, it means there's something wrong with the wifi module of your lamp;
2）In Yeelight/MiHome application, add the lamp you want to connect. Make sure there's no special character of your router's password. If the connection successes, congratulations, if not, go to Step 3;
3）See if the lamp in your router's DHCP list, if yes, it means there's something wrong with connection between your router and Mi cloud. Please have a check with your ISP if it blocks some domain of xiaomi. If there's not the lamp in your router's DHCP list, it means, the lamp has problems to connect to your router. So please have a check if your router block the lamp or your router has connected as more devices as it can connect.
So please have a check that which step do you stuck?