Hi Alex,
You should be able to work around the issue by first Activating the sandbox (solving puzzles, reviewing permissions, etc.) and then once you see the sign-in box appear on the right open a new browser tab. In this new tab, browse to https://shell.azure.com. If your existing sandbox hasn't expired you can use that instead of activating a new one.
When prompted, click Bash (later if you need PowerShell for the exercise you are on, you easily switch using button above the cloud shell window)
Next choose No storage account required, for Subscription select Concierge Subscription, and click Apply.
After several seconds delay while a cloud shell is requested and connected to, you should see $ prompt. At this point you can complete the exercises instructions, copy/paste code from exercise tab to cloud shell tab as needed, etc.
Please click Accept Answer and upvote if the above was helpful.
Thanks.
-TP