It was the touch sensor, its ok now, not sure if it got some dirt on it but yesterday I tried many times and the LED just flashed but it never recognized the touch. Checked the drivers it was installed correctly and run through their troubleshooting, it didn't even recognize it on their demo site but it still worked with the Yubico app, but no matter how many times I tried it over web it just timed out. Then all of a sudden this morning it started working again and now works flawlessly.
I will be buying a second one though and adding to the account as a backup just in case I have any future issues.
Never heard this type of authenticator before but still, it is just like a cellphone authenticator.
This is the highest level of authentication that Coinbase recommends, they rate it higher than the authentication apps, it also has its own app that you can use for sites that don't accept U2f.