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Can you share a link to the Nightscout set up tutorial you are following? The reference to mLab (formerly known as MongoLab) is several years out of date: the mLab Heroku Add-on was discontinued in Nov, 2020 and all mLab accounts have since been migrated to MongoDB Atlas. The Atlas free tier is analogous to the former mLab sandbox.
The guide for New Nightscout Users should have all of the set up steps to follow including setting up an Atlas account, database user, and IP access list. It sounds like you may already be past the Atlas set up stage but there is something referencing the older (and no longer required) mLab Heroku add-on.