The typical procedure with Apple devices is to first establish a Bluetooth connection. Once you ask Canon Connect to download files, you are prompted if you want your Apple device to change Wi-Fi networks to the local hotspot created by the camera. Click “Yes”, and the Wi-Fi connection is automatically established.
Any password and security info is exchanged across the previously established Bluetooth connection. I recommend that you check your phone settings. Does it allow you to switch networks? Does it ask you before it switches?
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"Enjoying photography since 1972."
