Ah… sooooo, the issue was something really dumb on my part 
. I was logged in on our dev tenant on the Auth0 Mgmt Portal but on the docs page, I was logged into our prod tenant. When logged into the docs page, it’ll pre-populate the domain for you, and in this case it was using the wrong domain. Easy fix.
Side note: when I tested the request to add permissions, it actually replaced the entire permissions set with the ones from the request (not realizing the request to add permissions is PATCH request). So just a heads up to everyone else that might see this thread lol.