Cloudflare warp vpn error

Whenever I use cloudflare warp vpn I get the following error

Status: Unable to connect
Error reason: Happy Eyeballs MITM Failure
Error code: CF_HAPPY_EYEBALLS_MITM_FAILURE
Error description: Unable to establish WARP connection. Confirm if this device’s firewall allows WARP Ingress and/or UDP traffic.
Learn more: https://cfl.re/CF_HAPPY_EYEBALLS_MITM_FAILURE

How can I fix this?
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Cloudflare Docs
This page lists the error codes that can appear in the WARP client GUI. If you do not see your error below, refer to common issues or contact Cloudflare Support.
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