This was very unintuitive to me too when installing bunqdesktop on Windows last night. I almost gave up.
I added the redirect URL in the app then wanted to copy the secret information. Which opened the “share menu” on iOS. I ended up copying the data to a temporary OneNote page in order to access it in my windows computer.
After scanning the QR code and accepting the request the app redirected me to the given URL on my phone? That didn’t work at all of course. So I also copied that URL over to my windows computer via OneNote and opened it while the window showing the QR code was still open. I assume that’s been the oauth software?
Anyway, I ended up not getting an error but a success message this time. But I didn’t found a button to continue on the login screen. I switched back to the API view where you also enter the device name and just hit the enter key which finally allowed me to get in to the bunqdesktop app.