The Bitpay app (or website it looks like in this case) is supposed to redirect back to the wallet to complete the connection. They aren't handling the redirect, and we've informed them of this. We have not been given a timeframe for any fix. They do, however, have a workaround for this case. Please go through this process again. Copy the OAuth code from the URL. Make sure not to include the "code=" part. Just include the string of letters/numbers after code=
Go back into Bitpay and click the "Connect with an OAuth code" button. Paste in this OAuth code. It should then be connected as if the redirect had worked.