I’ve had some connection problems in the past, I’d like to say, just connect this to that and all will be well again. For me, it has never been that way <sigh>
These are not questions, more a list of checks:
Are you using the ANT+ dongle on a USB extension - if yes try inserting the dongle directly into the computer, bring the computer real close to the trainer. (What version of Windows is your PC running?)
The Bluetooth symbol will not highlight unless you’re using BLE to connect your devices. (You cannot use the native PC Bluetooth if it has that tech)
As a work-around your iOS iPhone device can be used as a bridge to take the Bluetooth signal from the trainer and send it to Zwift via your WiFi router. The phone and the PC must be on the same wireless router.
Have a browse of this post from Zwift:
Personally, I find ANT+ to be the most stable configuration and would probably try a few different set ups to try and get it working.