The Interaxon Calm app will pretty much never tell you you have a bad signal. Their app is designed for meditation and if it bleeped and warned you every time there was a signal drop, it would totally spoil the relaxation experience! You can test this by slipping a bit of paper in-between one sensor during a session and nothing will happen. I'm guessing that when they loose data on one sensor they just go with whatever data they have from the others. Mind Monitor on the other hand is all about the data! So the second your connection is sub-optimal, it'll tell you
I've heard from many many people about horse shoe indicator issues and every single time over the past 5 years of me doing support for Mind Monitor, it's always been fixed with changing the position of the Muse on the head and/or cleaning the sensors.
Switch over to the RAW EEG view; This one -
https://mind-monitor.com/img/mm-screen-3.jpg
What you want to get here are thin crisp lines, with large spikes when you blink or move your eyes quickly.
In the example picture here you can see how TP9 is more "fuzzy" than the rest, this means the connection is not so good. It's ok, but it could be better!
Interaxon advertise the Muse as having dry sensors, but in reality they still rely on a thin film of sweat to conduct the electric signal from your skin. To help with the connection I would recommend that you dip your finger in some clean water, then rub the sensors before putting it on. After about a minute the water will have evaporated, and the sweat connection will be in place. It also helps to gently scrub your skin clean before putting on the Muse, to get the best connection. Dry skin flakes, makeup/foundation or dirt will block the signal. Also tie back your hair to make sure the ear connections are not blocked.
If you have a Muse 2, you may find it difficult to get a good signal on AF7 (right front). This is because Interaxon put the PPG (heart/breath) sensor here, and the hard plastic of the sensor stops the flexible sensor strip from flexing, there's not much you can do about it except for tightening the Muse. I've heard that the first release of Muse 2 has this problem worse than later ones, so maybe customer support will swap it out if you have a really bad connection on AF7.