This is not an official expo package, but it looks like your return url isn’t correct and that is the Not Found you are seeing. Can you log your returnUrl and what your authUrl looks like? (Remove any credentials like tentantId etc.)
For the rest, the source code of that package looks a lot like how I’ve done it.
On my side, I experience issue with replyUrlsWithType in the manifest of the app (portal.azure.com), when you edit the Manifest file, it does not allow to include ?release-channel=… at the end of the url 
Then it seems to be impossible to test the code in staging ?
It works fine in dev mode as the return url is exp://127.0.0.1:19000