Strava Live Segments do not work during activity

I have a Strava premium account. I also added some segments to my favorite and they appear in Fenix 6. However, during activity, nothing happens. I do not get any alerts, the segment doesn't start when I approach it. Surprisingly, after the activity is finished and I watch it on Strava everything is recorded. I can see all my results in starred and other segments I approached. 
Any idea what I should do to have these segments really Live?