Make sure your phone is connected to the same wifi as your computer, and turn your data off. Let me know if that works.
If not, double-check the instructions for making the shortcut.
I would try again, starting from scratch, just in case something went irreversibly wrong the first time. Delete all the files you downloaded for Catastrophe, download the game again, and create a new shortcut, pasting " --hft-installation-mode" (without the quotation marks) to the very end of it's Target field. Then try connecting to the IP with your devices.
I just ran through the process myself, and I noticed that Windows will ask for permission to allow the game to operate on private and public networks. Make sure you check yes for both.
Let me know if this works. Thanks for bearing with me so long, I hope it'll be worth it.