Captcha is not provided from the plugin. It works from patreon.com. It can only be solved on patreon.com side.
I can second this! I am also hosting with WPEngine, was experiencing a similar issue (after overcoming a different installation issue), and got it fixed thanks to @straty.com’s detailed help here.
A text to WPEngine support asking them to exclude the “patreon_nonce” cookie from the cache solved the security warning fail.
Would be great to have some “host-specific known issues” on the GitHub readme, or elsewhere, for new installers.
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