Power BI Salesforce Embed: Attempt to de-reference a null object

Hi all, I was following the blog post by Catalin Doroftei (https://powerbi.microsoft.com/de-de/blog/embedding-a-power-bi-report-into-salesforce/) on Embedding Power BI into Salesforce and got stuck at the error System.NullPointerException: Attempt to de-reference a null object. It looks like the error appears in the Alex Classes > OAuchController > getAuthUrl(), perhaps with the Client ID. The Client ID is the Application ID I registered in Azure AD, so it should be correct. Do you have any ideas what can be wrong in the Apex code (getAuthUrl()) or in Custom Settings? Thanks!