Hello @MikeH, and welcome to the forum!
Sorry, but you will probably do not like my answer. 
Well, what are you doing wrong?
I would start by saying that you are trying, at least judging by the sparse documentation, to get a rather experimental hardware combination to work with the help of experimental software.
The “documentation” briefly discusses all sorts of things, but nothing is really described in detail. This is software for cracks who have a solid knowledge of many aspects of computer technology and who can solve any problems themselves, which is even pointed out in one place (or were it more?) in the documentation.
This bridging software connects devices that were not made to be paired together to give them functionality that they were not designed for, that they were not meant to have. Yes, you can draw, paint and animate on tablets with Krita and other programs, for example, but these programs were then programmed for exactly this hardware, not for a combination of hardware not meant to do what you want it to do. And yes, there are of course people where it works, but I see them as the chosen ones, or the lucky ones. And I’ll bet, the devs only made it work for their hardware, and the publication was meant for those who are able to find the way to make it work themselves, at least when I see the issue tracker.
You can try to contact the developers of this project, but you will probably have already tried without success. Or have you given up on the 108 unanswered questions in the issue tracker, because the oldest one is 4 years old?
Here you are trying to convert a tablet computer into a pen display connected to another computer. That sounds great, but technically this is highly ambitious! What’s more, the 7 developers who contributed to it stopped further development of this project three years ago, which should give you pause for thought. I can’t say whether this Weylus software has problems with your Intel UHD 620 graphics, but the description only mentions Nvidia. In my opinion, you can save yourself a lot of trouble if you either look around for other software with this function that is available for Linux and preferably still offers support in the form of active developers, or buy a graphics tablet for your computer, it doesn’t necessarily have to be a pen display, even if the manufacturers of these tablets want to persuade us otherwise.
Yes, I know, from my brief research this seems to be the only software of its kind available for Linux.
I also know that there are working solutions in the commercial sector to control an iPad or Android tablet with macOS or Windows and use it as a graphics tablet. These solutions are probably now also reasonably stable, but this has taken a lot of developer time and therefore money and was certainly not a leisure project by a small group of programmers, but a full-time project by development departments. And even users of these niche solutions occasionally ask for support here because this or that is stuck, as it was never intended to work like this. Something that is not easy for us to manage, as we usually have no experience with such experimental combinations ourselves and can only make assumptions. And often we can’t help either.
So, at least I have to say, sorry I have no idea where you could be stuck, after I’ve read through the “documentation”. Maybe you are using Wayland, a solution that is known to have issues with Krita and additionally named as “problematic” by the devs of Weylus. But this is only a bold guess.
Michelist