Can you confirm that you’re using the SDK for API 2.1 (which is the one that THETA V uses). It is Android v0.1.0.
The version numbering of the SDKs is weird and not obvious.
When the Android phone is connected to the THETA with Wi-Fi, there is a security window that pops up and asks if you want to stay connected to a Wi-Fi connection that has no Internet access. Did you select, “Stay Connected?”