This has been a problem for some time. If you hit + you will see a connection menu that includes an entry for Citi Cards, if you ignore Citi Cards and then type "Citi" in the text entry field, you will see an option for Costco Anywhere Visa Card by Citi. If you select this option, the authorization which follows fails every time.
Solution: simply select Citi Cards from the card/bank selection menu and then everything works fine! I stumbled upon this solution after being totally frustrated for what seems like weeks.