Try to reboot the hub. If that’s doesn’t work try to reset it otherwise exchange it.
Also keep the lock within 5ft if the hub after rebooting it before trying to pair it. You may exclude the lock before pairing it.
After pairing consider adding a buffering repeater between the lock and the hub since Schlage locks can be finicky with the mesh. See this for more details: FAQ: why would I need another beaming repeater if my zwave lock is already close to my hub?