Make sure you look at your cPanel too, look under Remote MySQL to see if you need to add an Access Host.
Keep in mind 99% of what you normally do, you use a connection to “localhost” which is the local loopback address of your server, therefore you have access, because your web hosted files and your MySQL database are on the same server and the server has security clearance to access its own SQL database.
That is not to say that StackPath can though.