Update external-oauth.md (#6433)

Add some Troubleshooting guidance for an external Oauth specific error

## What are you changing in this pull request and why?

Content added by @gunnava! Thanks so much!

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---------

Co-authored-by: gunnava <[email protected]>
Co-authored-by: Mirna Wong <[email protected]>
Co-authored-by: nataliefiann <[email protected]>

website/docs/docs/cloud/manage-access/external-oauth.md

@@ -267,3 +267,7 @@ app in Entra ID, click **Endpoints** and open the **Federation metadata document
 6. `Application ID URI`: Copy the `Application ID URI` field from the resource server’s Overview screen.
 
 </Expandable>
+
+## FAQs
+
+<FAQ path="Troubleshooting/failed-snowflake-oauth-connection" />

website/docs/faqs/Troubleshooting/failed-snowflake-oauth-connection.md

@@ -0,0 +1,22 @@
+---
+title: Receiving a `Failed to connect to DB` error when connecting to Snowflake
+description: "Edit your OAuth Security integration when you see error"
+sidebar_label: 'Receiving `Failed to connect to database` error'
+---
+
+1. If you see this error: 
+
+   ```shell
+
+   Failed to connect to DB: xxxxxxx.snowflakecomputing.com:443. The role requested in the connection, or the default role if none was requested in the connection ('xxxxx'), is not listed in the Access Token or was filtered. 
+   Please specify another role, or contact your OAuth Authorization server administrator.
+
+   ```
+
+2. Edit your OAuth Security integration and explicitly specify this scope mapping attribute:
+
+ ```sql
+ALTER INTEGRATION <my_int_name> SET EXTERNAL_OAUTH_SCOPE_MAPPING_ATTRIBUTE = 'scp';
+```
+
+You can read more about this error in [Snowflake's documentation](https://community.snowflake.com/s/article/external-custom-oauth-error-the-role-requested-in-the-connection-is-not-listed-in-the-access-token).