The username and password is incorrect error message is displayed when trying to add a new server and connect to it via Auth0:

Authentication Failed. Please check that the username and password entered are correct for the server.

If you try to login via web browser, the server login works as expected, without showing any error message.

Clear Internet Explorer cache and history.

1. Open Internet Explorer
2. Go to Settings -> Internet options 
3. General tab -> Browsing history -> Delete (check all the history data options)
4. Privacy tab -> Clear Sites
5. Content tab -> Clear SSL state
 

The username and/or password have been changed and the old one remains unchanged in the web browser cache.