Could you please let me know on which Splunk Version you have installed Okta Identity Cloud Add-on? Install Add-on on the Splunk HF and also check the API Token that you are using is valid.
You can use curl command to see if the API token used is valid or not,
curl -H "apikey: XYZ123XXXXXXXXXXX" "https://XYZ.okta.com/api/v1/users"
... View more