I'm trying to connect to a ESP32-Wrover and same problem. I can scan, see the devices but when run connect, notingh happens, it displays the error: "Connection status was set to OS code 4".
But the same APP is able to connect to other device what uses a rn4870 BLE component.
At the same time, I can connect to the ESP32 program with others app.
So it looks like there is an incompatibility betweem BluetoothLE and ESP32 and Arduino ESP32 v2.0.14 based on ESP-IDF v4.4.6