got the same problem after installing 18.2. after trying everything possible with phone settings, found an unreleased thread with some suggestions and turning off VPN among them.. i use ProtonVPN which stays on all the time, and as soon as i turned it off CarPlay connected just fine!
i turned VPN back on and CarPlay stayed connected, HOWEVER.. Siri stopped responding to any requests, whether it's music, directions or anything for that matter..
which raises interesting Privacy Question: what is it that CarPlay is now trying to ping in 18.2 upgrade that Proton VPN blocks (mine blocks all trackers and ads)... 🤔🤔🤔
let me know if you find it helpful!
Cheers and happy holidays!
~C.