Google flags all connections whose URLs do not correspond with the URL they have on Google Webmaster. This error normally shows up when the URL in your SEO Doctor Business information is different from the URL on Google Webmaster. It is not unusual to have storename.myshopify.com as the URL for SEO Doctor while GWT has storename.com or vice versa.
To resolve this, simply correct the URL on one app to correspond with the other. After this, go ahead and click Connect in the settings page of SEO Doctor and follow the prompts to successfully connect GWT.
Please contact Support if this issue persists.