Please close LightBurn, and first confirm that you can connect to the laser with the factory NEJE Win software and that with it you have basic functionality - movement, homing, engraving.
Also with this software please check for and update the laser with any new firmware.
Then try connecting again with LightBurn, if you have issues follow these instructions to reset LightBurn to factory defaults, then use “Find my Laser” to detect and add the GRBL device again, refer to these instructions from NEJE if you have any issues or need to manually add the device.