Some things to check on setting up Authentication
1) Ensure that RBAC is setup and that the registered application has the FHIR Data Contributor role. This article may help: https://docs.microsoft.com/en-us/azure/healthcare-apis/configure-azure-rbac
2) Under Integrations - Authentication Provider -
Access Token URL should be: https://login.microsoftonline.com/%3ctenantIDnumerical-tenantID>/oauth2/v2.0/token
Scope should be: https://<yourservername>.azurehealthcareapis.com/.default (make sure the "." is there)
3) Under Data Connections
Base URL should be: https://<yourservername>.azurehealthcareapis.com
Finally - remember to check your configuration with Postman (read more here: https://docs.microsoft.com/en-us/azure/healthcare-apis/access-fhir-postman-tutorial)
Hope this helps