Once an CloudConnect is established between EMnify and your application server, the service profile used must be correctly configured to allow endpoints to send traffic via the created tunnel. This is one of the steps in the creation of the CloudConnect.
To check everything is correctly set, navigate to your Service Profile and make sure an Internet Breakout Region with "VPN" option is selected. You need to select the same region as chosen during the CloudConnect configuration. You can be sure that the settings are saved after seeing the following notification: "You have CloudConnect breakouts that are currently using this region".
To force your devices to breakout via the correct breakout, you can click on "reset connectivity" on your endpoints.