Search for CarMax in this forum and the results will show that Quicken Users have been unable to connect Quicken to their CarMax Auto Finance account for over 2 1/2 years.
There have been plenty of apologies from Quicken_Anja, and the exact nature of the failure has evolved, but no resolution. All of the threads you will find here are closed with no resolution.
Do us all a favor and simply remove the option to connect to CarMax Auto Finance. It will save us all a bunch of aggravation. And Quicken_Anja will have lots of extra productive time to spend on something else.