Hi Mantas & cwperks,
I was deploying my cluster using the Ansible playbook so I suspect most of my issues are related to that. It seems that the playbook does not deal with some things well.
I had been running the playbook multiple times to apply changes while testing. I started out using BASIC auth and then later changed to OpenID.
I checked my security config: _plugins/_security/api/securityconfig?pretty
and it was not correct. Was still setup using BASIC auth.
I started with a clean ENV and ran the playbook FIRST-TIME using OpenID settings and it then worked. One other thing, I was initially trying to use MULTIPLE-AUTH-BACKENDS. I wanted to fall back to the basic auth.
Once I tried without multiple, and only using OpenID it worked.