QuickBooks Self-Employed can connect to multiple financial institutions. I'm here to assist you in fixing the connection issue.
First, it'd be best if you can name the bank so that I can confirm if there's an investigation or not. In the meantime, you'll want to check with the bank if they are having system issues cause that can result in connection error and the transactions won't download.
Also, please check this article: Open Banking connection errors. This will show you how to fix the common banking errors if you encountered one.