Firstly, can you reconnect the VCS with wifi so disconnect the Ethernet cable ?
1) Can you test to download a free game on the Atari VCS Store ?
(You can erase one et download the same after. It's just for this test.)
2) if 1) is ok, on your phone can you disable the 4g connection. So, you will sure your phone will use your wifi connection.
Test it with a download in the phone store.
3) if 2) is ok, Can you check you use the same profile in the VCS COMPANION and in the VCS : NY-TALL-GUY
4) If 3) is ok, you have to test it with another phone or may be create a new ATARI account on the VCS and use it on the VCS COMPANION, test NYTALLGUY.
Good Luck.