My documentation is W3Schools and I can find nothing there about an "Allow List". I am using cPanel and I can't seem to find anything there. I tried a Google Search and could not find anything relevant.
Do you have an idea as to how I would get started on this for MySQL?
I'm not very familliar with GoDaddy hosted MySQL databases but it looks like GoDaddy has some documentation on whitelisting IPs here, and cPanel also has a rough outline of how to do so here. Do either of those look relevant to your setup?
Otherwise, it might be helpful for us to take a look at a screenshot of your resource setup page (with sensitive information redacted) as well as any errors you might be seeing in Retool, in your browser console, or in the networking tab of your browser's dev tools when trying to connect.
If you have a cloud instance and would like for us to step into your org to take a look you can also write in to us directly through intercom