"error_description": "The resource owner or authorization server denied the request." when testing Okta/Auth0 connection

Hello, I’ve been following the guide Connect Your Auth0 Application with Okta Enterprise Connection and was able to get to this error.
my okta account is a dev account, and my auth0 account is not paid account (since I am trying to understand if it is something we want to use).
my user (me) is in the Everyone group in Okta and is assigned to the app I created to connect with Auth0; plus, I am a user+tenant in Auth0.
No sure where to start digging to get to the happy state. Please help.

my Okta app config
Client ID {client id}
Client authentication - Client secret

App integration name {app name}
Application type Web
Grant type - Client Credentials - Client acting on behalf of a user Authorization Code

User consent Require consent
Terms of Service URI {empty}
Policy URI {empty}
Logo URI {empty}

redirect URIs https://{my_tenant_name}.auth0.com/login/callback
Sign-out redirect URIs {empty}
Login initiated by App Only
Initiate login URI {empty}

Callback URI {empty}
Federation Broker Mode(optional)
Immediate app access with Federation Broker Mode Disabled