I've tried connecting from local environment, notebook and following the sample notebook here:
https://docs.databricks.com/aws/en/generative-ai/mcp/custom-mcp?language=Local+environment

And I'm always getting the same error:
httpx.ConnectError: All connection attempts failed

My mcp server was deployed correctly, authentication for the service principal is fine, I'm not sure about the networking, I understand private connectivity was enabled but do not understand how it may affect the deployment.