As Ledger and Ledger Live looks more suspect, this how-to from Parman’s Bitcoin Guides is excellent.

Connect Ledger to Sparrow Bitcoin Wallet

SPECIAL NOTE: When connecting Ledger Nano S to Sparrow Wallet for the first time, I could NOT get Bitcoin transactions or UTXOs to display in Sparrow Wallet. Everything said zero (0). The solution was to change Script Type from Native Segwit to Nested Segwit. While Native Segwit is the default, it did not work for me.

This was the fix:

1. Make sure your Ledger Nano S is connected to your computer, turned on, PIN entered, and you have entered the Bitcoin app (it’ll say Bitcoin is ready on the tiny Ledger Nano S screen).
2. In Sparrow Wallet, click on Settings, change the default Script Type from Native Segwit to Nested Segwit, then go through the whole process again to connect Ledger Nano S to Sparrow Wallet:

• Click Connected Hardware Wallet option
• Click Scan button
• Click Import Keystore button
• Make sure Script Type is Nested Segwit and NOT Native Segwit
• Click Apply

After clicking the Apply button the progress bar showed information being imported. It took about 30 seconds for Bitcoin transactions and UTXOs to be displayed.