Adding my voice to the chorus saying that I have followed the instructions from the walkthrough over and over and over and each time I get the same error message as everyone else.
Also, as I research further, I see complaints going back years about this and, IMHO, extremely unimpressive answers from make.com. Make's Twitter modules are not authenticating. (401 errors) - #22 by 1cloud
Thanks to @Graphic_Galore for this thread Unable to Connect Twitter with Make.com via HTTP OAuth 2.0 Connection - #5 by Graphic_Galore for the link to that youtube video. It is very helpful but, unfortunately, does not resolve the issue.