Please make sure you have installed the Caavo Companion App on your Fire TV and Shield. See this article.
This issue can sometimes happen if you have multiple Fire TVs or Shields on the same network. It is possible that Control Center will try to connect to a FireTV that had previously been selected rather than the one currently connected to your Control Center. Make sure you go back to the device list of Fire TVs or Shields on your network and select the device that is physically plugged in to your Control Center.
For example, you might have a FireTV in your bedroom and it's called "FireTV stick" and then another one plugged into Control Center in your living room called "FireTV stick". Both are on the same Wi-Fi network in your house and both have the same name. Be sure that you select the correct "FireTV stick" that is connected to your Control Center.