On ToT.

Repro: 
1) Try to set up Smart Lock for the first time. 
2) (Intentionally fail, e.g. by disabling BT on your phone or turning it off)
3) Wait for the "Retry" button to appear in the Setup UI.
4) Hover over the "Retry" button. A UI element appears, which details what may have gone wrong and includes a link in its text to the support page.

However, if you attempt to click the link, the UI element disappears -- likely because it's outside of the Setup UI window. This means users can't easily access the support page.