JWT Login failing for a Newly Created Sandbox [New Connected App Option is disabled in this]

### Summary
We are not able to Authenticate a CLI to Connect to a Sandbox using JWT, the issue is happening when we try to Connect Jenkins to a Sandbox. When we try to replicate the same Sandbox from Local, we are able to replicate the issue

### Steps To Reproduce

-> Create Self Signed Certificates with Documentation as under [Link](https://developer.salesforce.com/docs/atlas.en-us.sfdx_dev.meta/sfdx_dev/sfdx_dev_auth_jwt_flow.htm)
-> Create an External Client App
-> Try Connecting using below Command:
sf org login jwt --client-id --jwt-key-file /path_to_file/server.key --username --alias -r https://test.salesforce.com

### Expected result
We should be able to Connect to the Org with the Successfully Connected Message

### Actual result
There is an Intermittent Issue, where we randomly get any of below
1. Org Gets Successfully Connected
2. Command Execution fails with following:
Error (JwtGrantError): We encountered a JSON web token error, which is likely not an issue with Salesforce CLI. Here’s the error: JwtAuthError::Error authenticating with JWT.
Errors encountered:
External client app is not installed in this org
External client app is not installed in this org
audience is invalid [audience=https://login.salesforce.com login=https://test.salesforce.com/]
For above we have checked, In sfdx-projects.json, we have test.salesforce.com
3. Fails without Audience Error:
Error (JwtGrantError): We encountered a JSON web token error, which is likely not an issue with Salesforce CLI. Here’s the error: JwtAuthError::Error authenticating with JWT.
Errors encountered:
External client app is not installed in this org
External client app is not installed in this org
External client app is not installed in this org

### Additional information

### System Information

{
"architecture": "win32-x64",
"cliVersion": "@salesforce/cli/2.117.7",
"nodeVersion": "node-v22.16.0",
"osVersion": "Windows_NT 10.0.26100",
"rootPath": "C:\\Users\\vgulati\\AppData\\Roaming\\npm\\node_modules\\@salesforce\\cli",
"shell": "C:\\custom\\apps\\Git\\usr\\bin\\bash.exe",
"pluginVersions": [
"@copado/copado-cli 3.7.0 (user) published 194 days ago (Wed Jul 02 2025) (latest is 3.8.0)",
"@jterrats/profiler 2.0.5 (user) published 48 days ago (Wed Nov 26 2025) (latest is 3.0.0)",
"@oclif/plugin-autocomplete 3.2.39 (core)",
"@oclif/plugin-commands 4.1.38 (core)",
"@oclif/plugin-help 6.2.36 (core)",
"@oclif/plugin-not-found 3.2.73 (core)",
"@oclif/plugin-plugins 5.4.54 (core)",
"@oclif/plugin-search 1.2.36 (core)",
"@oclif/plugin-update 4.7.16 (core)",
"@oclif/plugin-version 2.2.36 (core)",
"@oclif/plugin-warn-if-update-available 3.1.53 (core)",
"@oclif/plugin-which 3.2.42 (core)",
"@salesforce/cli 2.117.7 (core)",
"agent 1.26.0 (core)",
"apex 3.9.5 (core)",
"api 1.3.6 (core)",
"auth 3.9.26 (core)",
"code-analyzer 5.4.0 (user) published 139 days ago (Tue Aug 26 2025) (latest is 5.8.0)",
"data 4.0.66 (core)",
"deploy-retrieve 3.24.5 (core)",
"info 3.4.100 (core)",
"limits 3.3.74 (core)",
"marketplace 1.3.8 (core)",
"org 5.9.53 (core)",
"packaging 2.13.6 (user) published 233 days ago (Sat May 24 2025) (latest is 2.24.5)",
"schema 3.3.90 (core)",
"settings 2.4.54 (core)",
"sobject 1.4.81 (core)",
"telemetry 3.6.71 (core)",
"templates 56.4.0 (core)",
"trust 3.7.113 (core)",
"user 3.6.44 (core)",
"sfdmu 4.38.0 (user) published 379 days ago (Sun Dec 29 2024)",
"sfdx-git-delta 6.12.0 (user) published 227 days ago (Fri May 30 2025) (latest is 6.25.0)",
"sfdx-hardis 5.38.0 (user) published 230 days ago (Tue May 27 2025) (latest is 6.21.1)",
"sfdx-mohanc-plugins 0.0.364 (user) published 679 days ago (Mon Mar 04 2024)",
"sfdx-plugin-source-read 1.5.6 (user) published 120 days ago (Sun Sep 14 2025)",
"sfpowerkit 6.1.2 (link) C:\\projects\\vscode\\sfpowerkit",
"texei-sfdx-plugin 2.8.3 (user) published 308 days ago (Mon Mar 10 2025) (latest is 2.8.5)"
]
}

```json
PASTE_VERSION_OUTPUT_HERE
```
{
"architecture": "win32-x64",
"cliVersion": "@salesforce/cli/2.117.7",
"nodeVersion": "node-v22.16.0"
}