This worked for me and you should not have to have the fitbit app open on your phone the watch connects without opening fitbit app which is how it should be.
Hi I had exactly the same problem as you I have the green moving horizontal bar top left and mine just says connecting but when I open the fitbit app on my phone it will then connect which sounds like yours is doing. When I close the fitbit app on the phone it loses the connection on watch. I also checked all my settings as suggested but it still would not connect. I then did a hard reset on my iphone which is hold the bottom button on left hand side together with the button on the right hand side of the phone for about 10 seconds until you see the apple logo come up then let go of them both this will do the hard reset. I then logged back into my phone but I didnt open anything else I then went to watch selected exercise, run it again tried to connect blue line and connecting after a little while it buzzed and connected. I then tried to do it with the wi fi turned off on my phone so turned this off so it was just using the data I then went to watch exercise run and again it connected so it has resolved my problem hope this works for you. Please beware you may have to do a couple of hard resets on the phone I did.
