Arduino Mega 2560 + ESP8266 shield Blynk.connectWiFi(ssid, pass) command not working

I simply use this set of commands in all my Blynk sketches…

  WiFi.begin(ssid, pass);  // Non-blocking if no WiFi available
  Blynk.config(auth, server, port);
  Blynk.connect();

Using an ESP as shield can be different then as standalone, but the principle is usually the same…

I use this in my MEGA & ESP-01 sketch…