You're doing twice as many steps as necessary. Just Build then Run As Startup. There will probably never be in a situation where Deploy is appropriate, and Build All is potentially going to compile things that you don't need.
Failure to connect could be a symptom of several things. The two most common causes I've seen are
- a misconfigured network on the programming computer, and
- too much CPU usage in your robot program.
Look at the red CPU % line on the Driver Station's Charts tab. For a simple program, it shouldn't get above 50%.