Update: Thanks to Process Monitor (a Windows debugging program purchased by Microsoft; recommended), I’ve now found that the log file I mentioned above is not the log file being referred to by the bare ‘see log for Errors’ message. The “CRC” mentioned in the log file above is a ‘Crash Report Client’, but the actual log I wanted is the Saved/Logs/my-project-name.log file of my UE4 project. It would have been better if the error message had mentioned that.
Looking through this new log that I’ve found, I get some actual debugging information:
[2021.10.05-08.36.58:153][185]LogTemp: Editor connecting to remote HoloLens2: 192.168.1.103
[2021.10.05-08.36.58:153][185]LogWmrHmd: Error: ConnectToRemoteHoloLens XRSystem SystemName is OpenXR, not WindowsMixedRealityHMD. Cannot Connect. Perhaps you want to disable other XR plugins, adjust the priorities of XR plugins, deactivate other XR hardware, or run with -hmd=WindowsMixedRealityHMD in your editor commandline?
Putting -hmd=WindowsMixedRealityHMD on the command line options of my C++ UE4 project allows the connection to happen successfully.