I am trying to get a list of groups a user belongs to using the okta-auth-js library in node JS but the response I am getting back does not have this group data. I read online that you have to create a claim which I have see screenshot. Please help.
Based on the issue mentioned in the second screenshot, you are using a custom authorization server. The configuration in the first screenshot indicates that you have configured org authorization server to return group claim in token.
So follow instructions in this article to setup a group claim in your custom authorization server (default in your case) using instructions mentioned here.