Unable to login to Morgan Stanley at Work to import tax forms

The login window pops up - I enter the correct info, and get the response "not recognized". What I see is that the URL is not pointing to morganstanley.com, it is some other SSO. Did I just leak my password? Thankfully I have 2FA enabled....

 

So, what to do? This is the only reason I am paying for Premier edition, to get my tax forms from stock managers.