It's asking me for "YubiKey or OATH Passcode" but I don't have a token yet!
Your user is a member of at least one AuthLite group. This membership tells AuthLite that you should already be treated as an AuthLite user and you should already have at least one token defined.
If this user has no tokens and you want them to provision through the portal, you have to remove them from all the AuthLite groups first, then retry.