I just ran a fresh vue app from our quickstart download to see if I could recreate the issue and did not run into any problems. I can make the app redirect off the callback and it seems to work okay.
A couple of questions:
Were you logged in when you downloaded the sample application (they come pre configured with client id and require no editing)?
It run okay, BUT the default app show (just a flash before redirect to login screen) the same warning
Yes, all is configured
To reproduce, simply download vue quick start app, then in chrome devtool set network speed to lowest you can. Login, then, after succesfully redirect to demo app, goto http://localhost:3000/profile and press Ctrl-F5
I tried to reproduce by following your instructions but I am getting no error. Could you DM me a screen shot of your application settings in the Auth0 dashboard?