During the setup of Lightning sync using the OAuth 2.0 method when the administrator proceeds to the "Accept and confirm Salesforce access to Exchange" section and clicks on the "Log In" button they might see the following error message:
"To connect Salesforce with Microsoft® Exchange using OAuth 2.0, update your My Domain redirect policy setting so page requests are not redirected (recommended). Otherwise, set up your Lightning Sync connection using an Exchange service account."
This error is caused due to a setting called "Redirect Policy" present under "My Domain settings" of your Salesforce Org.
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