Instruction says:
In the client settings area of the Dashboard, in the Advanced Settings menu, under the OAuth tab, turn on the OIDC Conformant and Cross Origin Authentication settings.
I am not able to find “Cross Origin Authentication settings”.
Thanks for reporting this situation; the documentation is lagging behind a little as it seems the setting is no longer shown by the dashboard; I already reported this internally. In addition, based on the information I have you no longer have to explicitly set that setting (which the dashboard now does not show) because the ability for the client application to perform cross origin authentication is automatic if the client is considered a first-party application.
See these reference docs for how to check if you client is considered a first-party application (spoiler alert; if you created it manually through the dashboard (+ CREATE CLIENT) then it is a first-party application).