There are several places to check in the iPhone Settings.
Scroll down to where Breeze Cam shows on the main settings screen. You should see settings for Location, Photos, Camera, Siri and Search, and Cellular Data.
From the main settings, select Cellular, then scroll to Breeze Cam to select on/off, and do the same for Siri and Search.
Then check Privacy, Location Services, Breeze Cam.
Not really sure why you are getting a warning about Cellular Data every time you start Breeze Cam. You might try entering Airplane Mode, then enabling Wifi to connect to the Breeze, and enable Bluetooth if you are using the Controller.