I believe the allowed_redirect_uris should be passed in as a comma separated string. Also, the user and groups claim parameters should leverage an attribute name passed in via the OIDC/JWT token. For the groups_claim this is normally groups or roles, if I recall correctly.
The 8250 port is only active when you’re attempting to authenticate from the Vault CLI. This port is active locally on the device (as in, only this device will be able to access the port) you’re trying to authenticate from (the Vault binary spins up a very temporary web server to process the OIDC process flow, once the flow completes the service is stopped and there is likely a timeout as well).
The second URI, the one with the 8200 port, should be the user facing URL that your Vault cluster uses. If Vault is behind a load balancer with a different port, use the load balancer URL and associated port (e.g., https://my_vault.example.com/ui/vault/auth/oidc/oidc/callback).
The OIDC registration in Azure should contain all the URIs as configured in Vault.
You’ll also need to create an Identity Alias for your identity group.