Livecode still supports MySQL.
There could be several reasons why you cannot connect to your MySQL/MariaSQL database on a cPanel shared hosting.
1. cPanel blocks your IP, because it is not allowed to remotely access the DB
cPanel allows/allowed to setup remote ip addresses / hostnames which then were allowed to access the MySQL/MariaSQL database remotely. You can find this in cPanel under Databases -> Remote MySQL®. In some cases you had/have also to inform your provider that you've added something in that section, so the provider could make some additional adjustments to the firewall.
2. even if you've setup Remote MySQL® correctly, it might be that cPanel is not allowing remote access anymore due to some security updates. That's why i wrote also "allowed to setup". Many hosting providers still show that Remote MySQL® icon in cPanel, although it is not working anymore, for example LivcodeHosting or HostM.
Btw, HostM provides a nice tutorial including Livecode source how to access the DB remotely from your desktop app using some livecode server script.
https://www.hostm.com/tutorials/mariadb/remote-access
This way your desktop app communicates with the Livecode Server script on your webserver and the Livecode Server script does the complete DB stuff.
In case you still need to directly connect from your desktop app to your DB you could use a SSL tunnel.
https://linuxize.com/post/mysql-ssh-tunnel/
To get that working you'll need SSH access to your hosting account. HostM and LivecodeHosting will enable this for you, if you ask for it.
HTH
Matthias