Keep getting failure when doing User Migration Setup

I am following this guide to set up Auth0 in my WordPress website with the option User Migration Setup, but keeps getting errors about “Failed to fetch configuration from:http://<my_url>/.well-known/oauth2-client-configuration”.
I successfully set up with “Standard Setup” a day before. Now I am trying the migration setup. I have tried deactivating/reinstalling the Auth0 plugin, but still getting the same problem. And I don’t see any error messages in Logs either.
I saw someone was getting similar issues in your Community forum, but that discussion was not helpful.
Can someone help me?
My website is set up to use https and redirect http to https. But the error message is showing it’s trying to fetch from http. I am not sure if that could be what’s preventing the fetch.

Having this same issue - has anyone solved this for you?