I had some issues here as well. I had to create a new API in Mailchimp. Disable the old API. Then in the thirtybees module, I added the new API, added the tax choice, and synced the shop. Then it finally connected.
I was able to do a full sync of orders, carts, products, etc right afterward. Still working on getting the CRON jobs running correctly though.
Check this blog for some of the details. It's missing some info for us non-developer folks though. https://thirtybees.com/native-modules/new-module-mailchimp/