Dumb question, but you did replace CLIENT_ID_HERE with your own client ID, right?
That error message will be caused by the client ID not existing in that region. Here are some things to check:
If there's a typo in your client ID
That the login screen is actually going to the region you think it is (check the network console to see the hostnames it's requesting). Auth code and implicit clients are cross-region, other types are not.
The oauth client is of the correct grant type that's being used by the auth flow