I had the same issue and was able to fix it by removing the full url (for example: mongodb://myuser:mypassword@mongodb-test.mydomain.com/my_database) in the connection tab and only putting in the mongodb server url: mongodb-test.mydomain.com.

Next, in the Authentication tab, I checked the Perform authentication checkbox, specified the Database, user name, password.

I also added the database in the Advanded tab just in case and I can now connect without error.

Try inserting only e.g: ds12345.mlab.com at address bar instead of full [http:// mongodb://<dbuser>:<dbpassword>@...] and create user to authenticate in mlab.com and then try connect to it. Something like this:

And then:

Whilst this answer is only partly related to the problem, I want to describe the solution in here.

I had this problem when trying to connect via Robo3T to a cluster of MongoDBs hosted on Atlas. They offer a connection string with the protocol in front (e.g. mongodb+srv://<USER>:<PASSWORD>@database-mongodb.net/admin). This was a combination of two problems:

1. Robo3T does not like the protocol mongodb+srv:// in the URI. You should use only the second part (after the @). Like: database-mongodb.net.
2. Robo3T does not like shards. At least I could not get to connect with it via that connection string. Fro what I understand, you need that protocol to connect to a shard. Since you can't use that kind of URI, you will need to connect directly to the primary shard. To do that, you need to build a new connection string with the URI of the primary shard. Like this: database-shard-00-00-vemhh.mongodb.net and provide the port to Robo3T. Also, you need to connect via SSL, if you're using MongoDB Atlas (a self-signed certificate configured directly in Robo3T worked for me).