first select hostname: localhost in the dropdown and set the port : 8080 and modeler should also run in same port
in App collection :choose the folder containing all your mendix app
App folder : choose the mendix app you want to use
start the calyspo your set up will be done and check the Sass file to compile it
Your screenshot shows you appear to be proxying the Calypso address and port rather than the Mendix app. It’s been obscured in red, but I’m guessing this is an IP address rather than your localhost, and the port is 1111 rather than 8080.
Can you confirm your local mendix application is running on localhost port 8080? If it is, try restarting Calypso (allowing the app to go through the Windows Firewall if enabled), and seeing if that makes a difference.
Calypso tool is not required to compile custom stylings in mendix 9 version, mendix will take care of this compilation in built. Refer this link for more info : https://docs.mendix.com/releasenotes/studio-pro/9.0