Mi bedside lamp connection problem

I have recently bought a Mi bedside lamp (MJCTD01YL), but I have failed to connect the device to Mi home App. Just like many people in this forum, I cannot pass the third stage and get connection timeout.

I have searched a lot about the issue from this forum, and I think I have basically checked out everything.
I double-checked my Xiaomi ID number (mine starts with 19, which is smaller than 32 bit threshold, I guess.), and it shouldn’t be a problem.
My Android phone sees yeelight in the WiFi AP list, and my router also sees the device in DHCP list.
I am trying to connect to Chinese mainland server, and I have been using other Xiaomi devices (Fans, Roborock) all right in Mi Home App.

Please give me any clue to make it work. Please…