To enable Live Connect for Context Hub, ensure that ESA (host) has Internet connection. Although Live Connect uses the same configuration as Live account in Live Services, the two connections are different. Live Services connects to cms.netwitness.com via SA (head unit), and Live Connect connects to cms.netwitness.com via ESA. Hence, you might encounter Live account in Live Services is connected but not Live Connect.
Subsequently, also need to ensure that Threat Insights is connected.