Thanks for the details. Since the connection option is not appearing even with updated apps, I’d open a support case so OpenAI can investigate further. You can do that trough Help.
Include the setup details you shared here, screenshots, your region, and mention that you saw the “Welcome to Codex mobile” popup once but no connection flow appeared afterward.
Also, this topic is similar match to your issue. If you already haven’t check it, I’d recommend you to do that, before contacting the support in case there is something that might help you.
Small note: I am not OpenAI employee, just an another user here.