Thank you for those screenshots :) They really help.
Looks like the theme you're working with may use the MailChimp form Action URL.
To find this, if you head into your MailChimp and head into Lists, click on the list that your popup form is attached to. Once in the list, click on Signup Forms > Embedded Forms. From there, you should see a text box section labeled Copy/paste onto your site. Within the textbox, scroll until you find the part of the code that says <form action=”…” You will need to copy everything with those quotation marks. It should begin with https://, end with a bunch of numbers and letters, and look something like this:
Then paste that back into your theme settings!
If you continue to experience issues, there may be some helpful trouble shooting here in the MailChimp help doc for Troubleshooting the Embedded Signup Form
Hopefully this helps :)