Shelly Dimmer 2 isn't sending through MQTT messages - how to diagnose?

I have a Shelly Dimmer 2 currently running firmware 20220228-121849/v1.11.9_Dimmer_RC1-g84f0b8b.

I have a mosquitto server setup, listening on the default port 1883.

On the Shelly, I've gone into Internet & Security. By deafult, CoIoT is enabled, with the CoIoT Peer set to "mcast". I haven't edited those settings.

I scrolled down to "Enable MQTT", and ticked this. I then set server to "<ip addres>:1883". I left the other settings at their default:

The Shelly then prompts me to reboot, which I do. The device reboots. I go back into Internet & Security, and MQTT is still ticked as enabled.

However, on my Mosquitto box - I have mosquitto_sub subscribed to all topics - and it's not getting any messages from the Shelly:

victorhooi@mqtt:~$ mosquitto_sub -h localhost -t "#"

I also used netstat to check for connections, and it's not seeing anything:

victorhooi@mqtt:~$ sudo netstat -ntp | grep ESTABLISHED.*mosquitto
tcp6       0      0 ::1:1883                ::1:41814               ESTABLISHED 2313/mosquitto
tcp6       0      0 ::1:41814               ::1:1883                ESTABLISHED 3508/mosquitto_sub

Is there anything wrong with the MQTT configuration above?

Or any other way to troubleshoot why the Shelly device isn't sending through MQTT messages?