1 Salesforce domain. 

Find the Salesforce domain in use. 

2 Trusted Origin folder.

In okta administrator menu select Security/API and choose Trusted Origin folder.

Add the salesforce domain to the secure origins list. The result should look like the following.

Only for problem solving

If nothing works, try the following ( only for problem detection ).

In Okta administrator menu select Customizations/Other and scroll down the page. Depending on what you see here please choose the other option.

Select Allow IFrame embedding. (This could be a security issue within a produktive system)

If it works this way then further investigation (domain configuration) on your side needs to take place.