Try a different browser or a different device.
Make sure the FIDO2 device is visible in Windows Device Manager.
Verify the device is working on a FIDO 2.0 test page. For example https://demo.yubico.com/webauthn-technical/registration
If the device only fails in Advanced Authentication, enable the debug logs on the Advanced Authentication server and open the Developer Tools in the browser. Reproduce the issue and save the activity to a HAR file. Analyze the HAR dump with the AA Server logs.
Advanced Authentication has virtually no settings and therefore nothing to configure to make the Fido 2.0 method work.
The FIDO 2.0 method is implemented in the browser by the browser developers and is specific to the browser that is used. Each browser writer developed their own support based on the FIDO 2 standard.