Received this error:
Refused to frame '' because an ancestor violates the following Content Security Policy directive: "frame-ancestors 'self' *.force.com *.visualforce.com ".
I added the urls to my CSP FRAME ANCESTORS and I am still getting the errors - I did notice that when using the canvas app and the connected app together in the visualforce iframe the source code shows that my page is an iframe in an iframe. I have a suspicion that the iframe "inception" is causing issues with recognizing the CSP ancestors.
I need to follow this route essentially because our app has auth0 as part of the flow and had to follow the connected app route.