secretsource on "Mailchimp subscribe form error - no lists defined"

We have the Mailchimp plugin which has been working fine for the last 2 years however it has just stopped working and gives the following error in admin:

Uh-oh, you don't have any lists defined! Please visit MailChimp, login, and setup a list before using this tool!

http://grab.by/Gs3y

We have checked with Mailchimp and they say it is not an issue with Mailchimp, we have checked with the host (wpengine) and they say it is not an issue with the server.

Any ideas?