@SD-Rick 

The red LED indicates that it does not have a Wi-Fi connection. If it goes amber then amber and green it may be rebooting? If the device reboots then it would be set to the on state.

You can look to move it to another outlet preferably closer to the router to see if the issue follows the switch or stay at the outlet being used. 

At that point, I would probably reach out to support.

@SD-Rick  Tony,

Thank you for responding so quickly!  This is a single pole, dimmer switch that I purchased 12/12/2019 from Costco.  The switch that is being used is one of 14 switches I have installed in my house.  Some are closer to the router and some are further.  This switch worked perfectly until the other night when it would not turn off the lights.  It can find the wifi (which is about 15 to 20 feet away) and connect again but it loses the connection and blinks orange and green or holds a red, it switches between the two.  All of my other switches work fine.  I updated the FW on Monday afternoon to the latest version.