I was having the exact same problem. tried everything suggested and nothing help. after going through the same process on the onine chat advice they said I would be getting an email. 20 minutes later (and no email as yet) I tried again and it connected. don't know if they did something their end or if it just needs persistence with constantly going back and forward through the set up screens but all up and running now.
This problem occurred on my white box (not smart) and after several chats, soft and hard resets etc, I was told the box was faulty and we needed a new one.
So bought a new one today (Black - NOT Smart though the ordinary one) and when through set up etc and same message (so suspect the old box wasn't faulty at all)...chat again to the help team...more resets etc and no joy same Linking Error.
Now waiting for them to get back to me via email...
I can't believe after all the same complaints that they are not doing more to fix the problem, I did find a phone number but it would have cost £6. All my passes were used up as I had to wait for my son to install it, Now my new Stick is the same 🤔