Kevin Picard at ADJ sent this solution to me when I encountered the same issue:
"Below is a link to the drivers for the interface. Have the unit plugged into the computer and run this. if that doesn’t help download the Hardware Manager and reset it back to default.
https://www.adj.com/mydmx-go Hardware Manager"
This was a bit time-consuming, but worked for me. I still have trouble maintaining an event-long connection to my lights without rebooting the MyDMX Go device and/or restarting the app. Using a Samsung tablet currently. Switching to an iPad soon to see if there's an improvement. If not, I will be going back to ShowExpress.