Unable to get HACS setup. I am getting stuck at this point.
Click on the link, login in GitHub and enter the code to give authorisation 
I did. It just sits and spins endlessly
Then your router or DNS Adblocker is blocking access to GitHub. For your router try adding 1.1.1.1 as a DNS server.
Or GitHub is being flakey again. In which case try again later.
Yup. Started working this morning. Thanks.