You are trying to log in through an instance URL (example: sandbox) and you do this.
sfdx auth:web:login -a myusername@myorg.sandbox --instanceurl=https://mysandbox-domain.lightning.force.com
And you get this error in console:
In your browser you get this
The problem is you are using lightning.force.com domain instead of my.salesforce.com
sfdx auth:web:login -a myusername@myorg.sandbox --instanceurl=https://mysandbox-domain.my.salesforce.com
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