Ever since Lemmy went to 0.19, there has been occasional time delay in federating content from larger servers. Sometimes federation between lemmy.world and sh.itjust.works does not happen instantly. But since you said you got the message in your inbox, that would indicate that it did already federate. I don’t use Connect, it could be something with the app.
Also the other guy gave you the instance list for sh.itjust.works. lemmy.world/instances is probably what you’re looking for.
But this website is probably the easiest way to do a quick check.