Paid for app MacCleanse via APP store and then I get Failed to connect to the features database error 4

I don't know who told you it was a good idea to install and run MacCleanse but I'm sure it wasn't from anyone here.

Why, because there is no reason to ever install or run any 3rd party "cleaning", "optimizing", "speed-up", anti-virus, VPN or security apps on your Mac.  This documents describe what you need to know and do in order to protect your Mac: Effective defenses against malware and other threats - Apple Community and Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support.  

There are no known viruses, i.e. self propagating, for Macs.  There are, however, adware and malware which require the user to install although unwittingly most of the time thru sneaky links, etc.   

Anti Virus developers try to group all types as viruses into their ad campaigns of fear.  They do a poor job of the detecting and isolating the adware and malware.  Since there are no viruses these apps use up a lot of system resources searching for what is non-existent and adversely affect system and app performance.

There is one app, Malwarebytes, which was developed by a long time contributor to these forums and a highly respected member of the computer security community, that is designed solely to seek out adware and known malware and remove it.  The free version is more than adequate for most users.  

Unless you're using a true VPN tunnel, such as between you and your employer's, school's or bank's servers, they provide false security from a privacy standpoint.  Read these two articles: Public VPN's are anything but private and Security Risks: The Dangers of Using Free VPNs (eccu.edu)

My recommendation is to uninstall MacCleanse according to the developer's instructions and consider its cost as an educational cost.

Note: not all items at the App Store are considered good to have on your Mac. As long as the developers meed certain requirements by Apple they can sell it thru the App Store. That doesn't make it good to have.

I am sorry to be the bearer of this bad news.

Once this type of software is installed and embedded into the computer >> MacCleanse <<

You can spend hours or days hunting down all the bits and pieces of this software and never really get it all off the computer 

Start Over from Scratch 

For Apple Silicon computer >> Use Disk Utility to erase a Mac with Apple silicon.

For Apple Intel computers >>   Use Disk Utility to erase an Intel-based Mac followed by How to reinstall macOS

Always make a Time Machine Backup  before  proceeding 

If going this route - I suggest Not using Startup Assist to migrate everything back.

This will probably Re-Introduce (MacCleanse ) back into the Operating System 

You basically have two choices:

1. Contact the app's developer for assistance, or
2. Get a refund from the Apple App Store.

Ref:

• Contact a third-party vendor - Apple Support
• Request a refund for apps or content that you bought from Apple - Apple Support

Macleanse has a poor use rating in the App Store. Also, as Old Toad explains clearly, it is a bad idea to run such "cleaning" programs.

If you want to reduce your disk space usage, I suggest obtaining a program like DaisyDisk. Run it as an Administrator and it will show you where all your disk space is being used. Even DaisyDisk can be a little dangerous because if you force it, it will allow you to delete files from directories that are best left alone.

Macleanse has some frightening aspects, it will remove files your Mac in fifty different ways faster than a person ever could.

I was told MacCleanse was useful ...

You were lied to.

The good news is that it didn't work. Rule 1 of Macs is don't install junk.