HEY! So I've been speaking with — and I feel dumb for wasting their time. Again :)
If you are using the PlayFab plugin they wrote, it is easy to diagnose the issue. In my case, I was simply using a username that was too long.
Strangely the network tab was showing me the response code of 404 -- PAGE NOT FOUND. I stopped looking further down the line of code -- problem found right?
Wrong. For some reason it 404's, but the reason comes back in the plugin: USER NAME MUST BE BETWEEN 3-20 CHARACTERS.
So I shortened the username and it works.
What system are you using to connect? If you are not using Chadorios' I HIGHLY recommend it.