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The problem is that MySQL hosting databases usually stayed behind a firewall you couldn’t connect over the internet. Only local (localhost or local network) connections allowed. Some providers are providing an additional VPN service. You have first to establish a VPN connection to the local network of the hosting provider, second you can connect to your MySQL database. Please contact your provider for a VPN connection.
NOTE: The TCP/IP port number 21 is for using then FTP protocol. The standard MySQL port is 3306.