"Connection in progress"

If maybe you progressed in some games while the console wasn't connected to the internet you're going to lost that specific progress

But the system always backup your progress on the cloud.
So, if you have progressed a lot on any game I would recommend you first to connect the console using the ethernet connection and once everything is on the cloud proceed restoring the console but keeping the games and apps

Will connect then drop connection and say "Connection In Progress", but never connects.

I keep getting connection in progress after I press the skip button

Same here. Been going on for weeks and no support replies. I guess the only solution is to quit spending money with the Xbox clowns

I was going in to the Daily Challenge and it couldn't connect. The next time it connected, the month's progress was lost.

The progress of games you play connected to the internet is uploaded to the cloud and linked to your profile automatically, resetting the console will not delete the progress of those games.