I had this issue, as I have seen reported on other threads as well. I have tried every suggestion I found and the problem persisted.

It turns out, the solution is extremely simple.

First, before anything else, it is necessary to pair the Wi-Fi Range Extender with the adapter that is connected to the router and to the electrical wiring by pressing the pair button on both devices, just as you would do with any other regular non-WiFi network adapter. Mine is the AV600 Wi-Fi extender, but this applies to other models as well.

After having them paired I proceeded to use the WPS button to extend my WiFi router coverage exactly as it is described in the manual.

Et voilá... the message "no internet connection" disappeared and all my devices reported a strong signal connecting to the internet.

I hope I have helped.