What's actually happening
MT4 connects to your broker's terminal server using TCP — typically on port 443 (same as HTTPS) or a broker-assigned port in the 30000–50000 range. When you hit "Login," MT4 sends a connection request (SYN packet) to your broker's server IP and waits for a reply.
If something on the path drops that packet — or if the reply never makes it back — MT4 keeps waiting. That is the "Connecting..." state. There is no magical failure inside MT4 itself. The software is doing exactly what it should: waiting for a reply that the network is not delivering.
The most common culprits: your ISP is routing traffic through a congested path to that datacenter; a corporate or hotel network is blocking non-standard TCP ports; your local firewall or antivirus software is intercepting the connection; or the broker's server is genuinely overloaded (less common, but it happens during major sessions).