Setup stops partway through
During setup the printer puts itself into a temporary connect mode and waits for your phone or computer to find it. It doesn't wait indefinitely. Step away partway through and you'll come back to a printer that has quietly dropped out, which looks like a failure but isn't, so start again and stay with it. If it keeps dropping out, skip the app and enter your network name and password by hand from the printer's own network setup menu.