Hi ,
Is this issue still happening for you? If it is, could you submit a bug report at https://twinmotionhelp.epicgames.com/s/case-community-page?language=en_US and our support team can look into this.
Some things to check if this happens is to first try clicking Synchronize, even if there is no Direct Link listed in the Connection Status window, as this forces Datasmith to start searching for a Direct Link connection. Connections may appear after clicking Synchronize for the first time.
As an alternative to Direct Link, you can also try exporting a 3D view to a .udatasmith file, which accomplishes the same things with a slightly different workflow. This could be useful if you have an oversensitive firewall in use that may block Datasmith's connection attempts.
Best,
Raghib