The first call (to /auth/oauth2/authorize) needs to be made via a web browser, and requires you to sign into (or already be signed into) the community. Once that has happened, that page will redirect you to whatever URL you registered your API client with and should include the authorization code as a parameter in that redirect.
If that is not working for some reason, I would recommend opening a support case and include all the details about what API client you were using (client id should be enough) and what user id you signed into the community using and support should be able to help get this resolved for you.
