Here is SiteGrounds official answer.
`In our previous posts we explained that all requests coming to domain/.well-known are being served by our Nginx server. This is done on purpose – we run few internal system checks through this path (like the Let’s Encrypt issuance) and this setup can’t be changed for now.
What is happening in your case is that Nginx does not use .htaccess files so all of the rewrite_rules that the WP OAuth Server plugin is using aren’t taking effect. This results in 404 errors since domain/.well-known/openid-configuration doesn’t exist.`
I have confirmed that SiteGround is blocking the /.well-known/ folder path. They currently do not offer any way to fix it. You will have to manually define your configuration on your oauth clients.
I am working to confirm this but I believe my host SiteGround is blocking the path to the file. Closing this for now.