I think I know what you're doing wrong. You have to log in to Tidal THROUGH UAPP.
1. Click on the orange button to bring up your music list.
2. Scroll down to where it says TIDAL.
3. Log in to TIDAL through UAPP
UAPP actually takes over USB audio so that music will only work through UAPP. Without UAPP, the sound will first be processed by Android through the phone's internal DAC and then sent to the Dragonfly to be processed again. UAPP gives you direct control of the Dragonfly, but ONLY through UAPP.
It's a little more complicated than this but the chain is basically:
Without UAPP:
Music file>Music player>Android DAC>OTG cable>Dragonfly>Headphones
With UAPP:
Music file>UAPP>OTG cable>Dragonfly>Headphones
That's why when you're not using UAPP to play music, you'll hear all the notification sounds and system sounds playing as well, while UAPP will only feed you music.