I’d also suggest checking out this Salesforce Help article about Prepare for Connected App Usage Restrictions Change and the new “Approve Uninstalled Connected Apps” user permission.
Although it covers a different error, it’s still related to connected app authentication issues and might help others facing similar problems — for example, errors like:
OAUTH_APPROVAL_ERROR_GENERIC
https://example.com?error=invalid_client&error_description=app+must+be+installed+into+org