Looks like a network connection issue.
Are both machines connected on the same wifi network with the same network band (2.4Ghz or 5Ghz)?
Do you have third party firewall software?
Do you have VPN (Virtual Private Network) active?
Could you please check your router settings if wireless isolation is enabled?
This settings prevents direct communication between connected machines/devices.
For assistance, please check Troubleshooting -> Network Connection chapter in the user manual for details https://forum.spacedesk.netuser-manual/.
Can you quickly try a WiFi Hotspot connection?
Please check Performance Tuning -> Network Bandwidth -> Wifi Direct / Wifi Hotspot / Wifi Access Point in the user manual for details https://forum.spacedesk.netuser-manual/.