What must be true before you retry
The Instagram account must be set to Professional, which means Business or Creator.
If you just changed the account type, finish the setup inside Instagram first, then start a new connection attempt.
Approve the permission window instead of closing it early.
Instagram connects directly, so a Facebook Page is not required. Link a Page only if you also want to use Facebook features.
Retry from the beginning instead of reusing an old login window.