I'm getting the same problem with 910 at the moment. It was a while ago I last loaded goals to my 910 but that worked okay, now trying to load a few courses but getting the same error message as you.
Edit - just tried to load a new goal, that fails too. I recently applied an update to the Garmin ANT Agent on m MacBook, maybe that is where the problem was introduced? Now on version 2.2.2. Device only stays connected for an upload from the watch to Garmin Connect - I don't seem to be able to "push" anything to the watch.