What are the domain settings you entered for the IFD configuration, and also the internal url ?
CRM will redirect you to the auth url if it identifies the request as being send to the organisation url (<orgname>.domain), which it reads from the http headers of the request. The 2 most likely cause of issues are:
- Incorrect settings for the IFD configuration
- Some network component (e.g. firewall, load balancer), either incorrectly redirecting traffic, or stripping out/changing the http headers
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