Some banks implement multi-factor authentication or require additional verification steps before you can link external accounts. I'd recommend managing these settings directly through your bank's website, Harry.
It is possible that there are notifications from your bank that requires your attention. The steps to do it are unique for each bank. You can reach out to your bank if needed.
Once the necessary actions are taken care of, we can go back to QuickBooks and connect your bank again. After that, you can categorise your bank transactions.
Please update us on the outcome so we can provide additional support.