Using external power on UNOR3

Hello all, I am trying to externally power an MPU6050 chip (~3mA draw) and an HC-05(~30mA draw) with a 9v KOOAQQ 1300mAh battery. I cannot run my code to generate an inertial solution with external power. However, I can while it's plugged into my computer. From my understanding, reading various forums about similar issues, it seemed that the main topic was "how long it could run for" rather than whether it actually run a script. To further debug the issue, I uploaded the simple blinky program to see if it would work on just the 9v, but it still does not run.

I have checked with a multimeter, and the 5v is reading 5v as well. Does anyone have any suggestions on how I should move forward?

(I am aware 9v drain fast, however, the battery needs to be small to fit into a handheld remote)
Cheers!

I use protected 3.7V LiPo cells with boost/charge modules. They work fine. Connect the 5V output to the Arduino 5V pin and ground to ground.

They are smaller than a smoke alarm battery and light wieght. Current capacity is way more than the smoke alarm battery.