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Be sure you've upgraded to iOS 14.3; there were problems with Bluetooth devices disconnecting in iOS 14.2 and Apple has corrected this in the update.
I recently picked up the DDJ-200 to replace my old WeGo. I connect it to an IPad (5th gen) with the DJay pro app.
my iPad is updated to iOS 13.3.1 and my Djay app is version 3.3.2
the controller wasn’t working perfect straight out of the box the first day but now it will not connect to my device. The midi device will show up in the djay app but it will not connect. I see the device, but every time I click on it, it will start trying to connect then revert back to not connected. Can you please help?

Be sure you've upgraded to iOS 14.3; there were problems with Bluetooth devices disconnecting in iOS 14.2 and Apple has corrected this in the update.
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Is the MIDI light on the DDJ blinking before you attempt the connection?
Does the DDJ-200 appear in the iOS Bluetooth listing under Other Devices?
I have a similar problem, connection does occur, but will drop soon afterwards. Tried with edjing and djay.