I think I had the same when setting up. If you click advanced it then brings up a continue box or similar and you can carry on.
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Thanks @Tomiam.
Now on the access token. Not sure where I am suppose to paste this command as this doesn’t seem to work in Command Prompt in Windows
Are you following the steps here?
I have done all the above except point 14 was google.co.uk. I am on Get an access token from the below which doesn’t appear to be covered in your post:
Sorry I followed the steps in the post i linked to and for point 14 used my Nabu Casa address and it worked first time
I don’t have a Nabu Casa address so used google.com as per the instructions in my URL. I am able to progress but as soon as I attempt the Nest Integration from HA I am shown a message:
Authorization Error
Error 400: invalid_request
device_id and device_name are required for private IP…:
Is Nabu Casa worth signing up to?
UPDATE
I have been able to get the Nest Thermostat working and with Nabu Casa it was much easier. I think that $5 subscription could be worth it. @Tomiam have you done any work on customising the thermostat view? I have come across a few posts making the Lovelace card look like the Nest UI which looks very interesting.
Glad you got it sorted. Nabu Casa for me is well worth it. Very simple to access HA remotely meaning I didn’t have to learn various other methods and has been stable.
I have not modified my thermostat card, it’s just the standard, I have seen the various mods on here and may delve into it at some point.
@wideboys182 Presuming that you are using the Neste Integration from HA for my question…
I’m missing something simple, tried twice to put in the correct Nabu Casa URL for my HA instance, each time I did I got the above private IP error with the local IP of my HASS instance vs the Nabu Casa link that I put into the google console form.
Obviously I’m putting the wrong link in but I do not know where to find the correct link to use, can you provide some guidance as to where to find the correct Nabu link?
Edit: 12/23/2020 Found the answer! You must add the integration by accessing your HASS instance from the remote URL.
Is it still possible to use the badnest Integration? My thermostat is still unavailable after updating my cookie.
I know there is now an official integration but I don’t want to pay for Nabu and I don’t want to expose my HA to outside my network. I’m assuming one of these two is a requirement?
Mine still works.
Are you on the latest version of HA? I’m wondering if something in the recent December update might of broken it.
I am, 2020.12.1. Sometimes of my 4 nest devices won’t load, but it comes back. I am going to convert to the new one soon. Want to update to an SSD first which I did today. Have a recorder issue. Once resolved I will start my change over. I have been reluctant to change as I have not had any issues with “badnest” and the new way will take some time to get working correctly.
On latest HA here too, and BadNest stopped working several days ago
I just updated to the official release and all is working. Docs are pretty good, but you need to follow them carefully. Also you will need to remove bad nest first.
So pay a $5 fee to register a developer account to see our own stats from something we paid hundreds of dollars for 
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It did not seem to bad. I used my google $ earned from answering stupid questions.
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I’m seeing several people are not getting badnest to work anymore.
Any idea if support for this has ended?
I’m hoping to find a free option to connect my nest thermostat to HA.
I can’t speak for the original author, I think the original one was no longer maintained. It was only intended to be a temporary stop gap until the official Nest integration was updated. It now is. It’s not super easy to set up but it’s official.
Also there are forks of the original that might still work.
You can try Homebridge or HOOBS in combination with plugin:
Works reliably and without the Google’s API “fee”. On the other hand 5$ isn’t something what would ruin you. 
The Homebridge plugin is just an alternative with a bit better functionality, for now.
My badnest still worked as of last week. I had to re-enter the password/ cookies from time to time. I felt since the support had stopped and an official version was released a one time payment of $5.00 to Google to access the api was not the end of the world. By the way, I used the Google opinion dollars, so it really wasn’t out of my pocket.