I have exactly the same problem
When i open the app on the phone it just wheels
On the pc it says we need to send a notification to the phone to finish setup. Click on that and it just wheels then starts all over again.
For some reason when i make a call on my phone it comes up now on my pc but i am unable to transfer photos, open the calls or messages logs etc.
Both pc and phone connected to the same internet connection
Both are signed in to the same microsoft account
Have tried all the troubleshooting measures you have listed and nothing worked
Sign in to my microsoft account and my phone is listed as one of my devices
So any suggestions that might work as have spent hours getting nowhere as yet