GPS turns off when screen goes black

What gives? I’ve done all the steps from pop up message. Running on an up to date Pixel 3

Did you grant app permission to access GPS data also when app runs in the background?

Where is that setting? Don’t see that listed in app, just the battery setting

Does your device run on Android 9 or 10? You can check application permission settings inside device applications list.

Running on 10. The only option is to deny location, allow while app is in use, and allow all the time.

You saying I need to allow access all the time? Even when I’m not using app

It’s not like “even when you are not using” but when you are using app in the background. When you minimize app or turn off device screen then it is considered as “not being in (foreground) use” and GPS access is denied.
When you close/stop app then it won’t work/run and won’t access your GPS data.