Getting Refused to Connect Message in Salesforce Lightning

We have setup the Zoom App for Salesforce in our Sandbox and have resolved all of our issues except a difference between Classic and Lightning where the testers are seeing a 'refused to connect' error when trying to 'Start a Meeting' when in Lightning.  We do not have this issue when we try this in classic.   

My hope is that someone found a workaround for this or there's a configuration step we have missed.