If you have multiple Fire TVs or Shields on the same network, it's possible that Caavo will try to connect to the FireTV you've previously selected (not the one currently connected to your Caavo). Make sure you go back to the list of Fire TVs or Shields on your network and select the device connected to your Caavo.
For example, you might have a FireTV in your bedroom and it's called "FireTV stick" and then another one plugged into Caavo in your living room called "FireTV stick". Both are on the same Wi-Fi network in your house. Be sure that you select the correct "FireTV stick" that is connected to your Caavo.