Errors
Failed to Connect to Instance
Troubleshooting this Path of Exile connection failure error message
This error can be caused by DDoS attacks against GGG. In such cases, only connecting to a different gateway might help.
Try using a VPN
If the issue is on-route, a VPN altering how your traffic gets routed can work around the problem.
ProtonVPN is an example of a trusted VPN service with a free pricing plan which you can use for testing.
[macOS-Only] Quit Steam if using the Steam client
Multiple people have reported that quitting Steam and running Path of Exile directly resolves the error on macOS.