Aha - I get that a lot. You have told UGCS that the Arduino
is on port 8 at 115200 baud, haven't you?
The first thing to note is that the Arduino
takes an age to boot up. So plug it into the com port and wait a good 30 secs for it to settle down - or look at the lights on it and wait for them to show that it has booted and loaded GRBL.
Even after that I can still get difficulty connecting. Do you have several available ports? I tend to get UGCS to open another port, then close that one, then open the correct one, and that often helps the connect.
I suspect that interference on the line can cause quite a few issues - I have ferrite line filters at all available points. But the big problem I had was realising that the Arduino
retains its settings over a power-off, so you can't just reboot and start again from scratch. If you have set it up incorrectly (as I did several times) you have to re-set it up properly before it will operate... and the com ports also seem to remember that they were busy and refuse to become free...