1) Check if the watch is out of power. Try pressing the button on the watch to check whether the screen lights up.
2) If it doesn't, charge the watch and try again.
3) If the watch is charged, try keeping it close to the phone when pairing the devices, and try again.
4) Please make sure your watch is not in Clock mode. You could exit this mode by long pressing digital crown of watch.
5) You may try to ignore/disconnect bluetooth connection at Settings > Bluetooth > Amazfit T-Rex 3 on your phone.
If the connection still fails after these operations, restart Bluetooth, restart your phone, or swipe up on the QR code interface of the watch and select factory reset.