Force Sidecar to use usb connection
I struggled with the same problem and just now finally solved it. The issue was for me that I didn't earlier "Trusted my iPad" on my mac, and "Trusted my Mac" on my iPad.
Here's a how to: 
https://support.apple.com/en-us/HT202778

After doing this, it finally connects via cable and is hopyfully less buggy. x'3