Cloudflare Access w/OKTA & Error 520's

I am setting up Cloudflare Access for the first time, allowing all those Authenticated by OKTA and whom are part of a specific group, get 443 access to the web interface of a RDP server. It works great, unless you access other OKTA app, then something happens to the browser session and you only get Error 520’s. I am guessing I need to change how the authentication is handled but I am new to this and am admittedly struggling to understand what I need to change. Anyone out there feel like pointing me in the right direction?