You have a connection syncing with a Salesforce sandbox org and are now seeing the following error in your Heroku Connect dashboard logs:
FUNCTIONALITY_NOT_ENABLED: Foreign Key Relationships not supported in Bulk Query
Heroku Connect relies on this feature. It should be enabled by default in production orgs but not in sandbox orgs. In order to have this feature enabled for your sandbox org (or production org, if it is not already enabled), you must contact Salesforce support.