If you use Comcast XFinity as your Internet Service Provider (ISP), the router can block traffic when using JamKazam.
In particular, if the security setting of your router is High, this is known not to work with JamKazam. Please try to lower it to a setting of Medium, restart JamKazam after making the change, and try to play in a session again.
This XFinity support article shows the steps to change the security settings of your router: https://www.xfinity.com/support/articles/advanced-xfinity-wireless-gateway-features