Can not finish set up of Wyze doorbell cam

The problem could be that your Android phone is connected to the 5GHz WiFi.
If your router is dual-band (as most are these days) then login to your router and give the SSIDs distinct names. For example, in my house, I name them as 2.4GHz and 5GHz. You could names yours as HF-2GHz and HF-5GHz - as long as you are able to know which one is the 2.4GHz. Connect to the 2.4GHz and do the setup for your doorbell and it will most likely work!