This post is deja vu for me. I just purchase and received a Dell XPS 13(9310) a couple of days ago and I have an S21 Ultra as well. I tried to get it to connect to Dell Connect and it was really difficult. Basically, I just kept trying and eventually restarted both my phone and computer and then it worked. In the middle of that I tried connecting to the Companion Phone app that is made by Microsoft and is a default app with Windows 10 and that paired up and synced on the first attempt. So I guess my advice to you is to make sure your phone didn't pair to your computer and if it did unpair it. Then restart both your phone and computer and see if that works. Like I said above I must have tried 10-15 times to get it to pair to the computer and sync with the app before I got it to work.