this is normal in iOS 10. the Wireless stick wifi does not have Internet connection. You either have to configure the wireless stick to connect to a home network for Internet or the iOS device will use your LTE connection for Internet.
If you use your home network, you need to set up the stick to connect to your home network then disconnect from the sticks wifi network and connect your iOS device to your home network. the app will then find the stick over your home network.
If you are getting SD card corrupted you may need to format the drive. If you have 32GB or smaller use FAT32 for the file system. If you have 64GB or higher use exFAT for the file system.
