Cloud Integration - Could not connect to Cloud Connector

Hello colleagues,

We have Cloud Integration suite tenant (licenced, not trial).

I made initial setup - created subaccount, added entitlements added Integration Suite (SaaS), provisioned it with Cloud Integration etc...

I also connected that subaccount to cloud connector and it is showing all green in Connectivity/Cloud connectors page.

But when I go to Cloud Integration app and to Operate and Monitoring/Test connectivity/Cloud connector - I put correct Location ID there - I got error Could not connect to Cloud Connector