If I remember correctly (and I might not….), doesn’t Spotify have two separate accounts, one for them, one for streaming? You may need to log in to the ‘other’ account, if so. 

You also might want to call Sonos Support directly to discuss it. They’d likely be able to get you to submit a diagnostic so they could see more information about that specific error. 

When you speak directly to the phone folks, they have tools at their disposal that will allow them to give you advice specific to your Sonos system and network.

Hi Bruce (@Airgetlam), thank you. I spoke with Glen F. on support and we went through the process.

I have set my PC up to default to the Opera browser VPNed to Europe. Somewhere the Sonos authorisation server does not like the url and bails with the error code.

I copy the same url with the link code to the Brave browser and voilà, the authorisation goes through.

!solved

In general, lots of things that Sonos does are broken by VPNs, as VPNs are designed to block outside connections to your computer. Which makes it challenging for Sonos speakers, that are trying to communicate both to your computer (controller) and to the outside world.