BoltMatchmaking callbacks

Hi all,

I am trying to find how to add callbacks to BoltMatchmaking APIs. I tried
        public override void BoltStartFailed(UdpConnectionDisconnectReason disconnectReason)

        public override void SessionConnectFailed(
            UdpSession session,
            IProtocolToken token,
            UdpSessionError udpSessionError

        public override void ConnectFailed(UdpEndPoint endpoint, IProtocolToken token)
And none of them seems to being called when
9/1/2021 10:07:26 PM: Join Room operation failed with code: 32758
9/1/2021 10:07:26 PM: Join Session failed: GameDoesNotExist

Anyone know the link to any documentation related to this?