Sometimes the easiest explanation is just to provide a demo farmch7q.
The manual is under:
One Drive Instructions (Start with Chap19_Pg 277), A
dding an account,
Auditing (the future BrownBag video), I have a demo we could provide over webex as it is not yet published. If you open a support case and ask for me it would take about 40 minutes.
That said let us drop an answer in here for those who do not have partner status.
First you are correct the Client ID is the number that is the Application Id shown in the URL or the window of your App.

which corresponds within Data Insight under

Now when you click the authorize button it should ask you to login as your user with access to the App using the installed clients.
In the instructions we mention you are required to install a sharepoint client and the management shell:
11/21/2017 01:08 PM 2,187,264 sharepointclientcomponents_16-6518-1200_x64-en-us.msi
11/21/2017 01:07 PM 2,531,328 SharePointOnlineManagementShell_7018-1200_x64_en-us.msi
Do you have those installed on the Collector which is assigned to the OneDrive device?
Are you using two factor authentication or a proxy to get to the OneDrive device?
I have also seen issue on virtual machines with the nonroutable network as primary for NAT.
I was able to duplicate the error with these problems and rectify it by removing them. If you still experience issue we should review the logs to determine the cause.
Rod