This is same problem that I experienced with my Thrustmaster Hotas Cougar. Sorry to say, but the software for the Cougar is old and outdated. I got this problem after an Win10 update, no connection, disconnecting the throttle and then flashing firmware, connecting the throttle again, but after some time, no connection.
I gave up my full config of Cougar, bought myself a FSSB-R3 Lighting (holiday gone this year) and connected the throttle to an TUSBA. Used the grip from Cougar. Everything is working well again.