Almost every failed first setup is the same thing: the site address in Jira does not match the address in the browser. Work through these in order.
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Copy the address from your browser and compare it with the URL column in Connected sites, character by character.
www.example.comandexample.comare different addresses, and so arehttp://andhttps://. The full rules are on Connect a Scroll Site. -
Check the entry is the domain only, with no path.
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Check both the Connection URL and the Connection ID reached your theme settings, with no stray spaces.
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Publish the site again. Theme changes only reach visitors after you publish, and never appear in a preview.
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Reload without the cache, with Ctrl and F5, or Cmd, Shift and R on a Mac.
A first visit after a quiet period can take several seconds while the app starts up. That is a slow load, not a blank one, and it only affects the first visitor.