Sorry to hear to that you're running into issues with authentication.
Configuration can be tricky sometimes, as it has to be done on server side and client side.
First of all, the reason for failure in the particular example you show in the snapshot is a 401 error from the authorization server.
You might want to check your server's log.
Secondly, if authentication is rejected, it is likely a configuration issue.
I've seen also that you've tried different configurations (with and without PKCE).
I could see also some errors like "The grant was issued to another client. Please make sure the 'client_id' matches the one used at the authorize request." without PKCE.
This could happen if you request the code on one server instance and use another url to exchange the code.
Second question is : if we want to use “Enable authenticated sign-in with the OAuth endpoint” solution, how can we get "state" value which is part of the authURL (see below screenshot)
Regarding the state parameter, it's is a user defined value. You can set whatever content within. The purpose is to provide a value that the server will send back as a "proof of origin".
Client should check that the state parameter in the response matches the one in the request.
Random values as UUID are good candidates but you can set whatever string there.
Note that this is an optional parameter.
You might want to check Final: OpenID Connect Core 1.0 incorporating errata set 1