Configuring Oauth for MYOB advanced

We have been trying to set up Oath for our MYOB Advanced to send email since we will be getting rid of basic authentication.

We have followed a guide and seup the application in azure, but when we get to the 'sign in' step it the redirect opens an odd windows - Uploaded screenshot

Other details of the external app are configured exactly as the guide says, we use Exchange Online.

Would appreciate help.