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.`
