When you see this error it is usually because you have configured Screens Connect to use a different protocol than the one set in your saved screen.
Screens Connect for macOS
If you enable secure connections (SSH) in the Screens Connect preference pane (available via the Screens Connect menu bar icon > Preferences...):
Screens Connect for Windows
Double-click on the Screens Connect System Tray icon:
You also need to enable secure connections in your saved screen settings:
Screens for iOS
Screens for macOS
If you disable secure connections in Screens Connect, then do the same in Screens. Later version of Screens do this automatically.