As you can see in the screenshots you provided, your Firefox is configured wrong. The bottom section states
No proxy for:
This means that Firefox will ignore proxy settings for these addresses. Since you explicitly want to intercept traffic going to these addresses, remove them, and it will work.
This problem comes from the configuration of unite.nike.com, which is the domain used to login users. The server replies with a 403 Forbidden response, so the AJAX request fails, and the site displays the "An error occurred" message.
This domain is protected by Akamai, and it seems to have a very strict security configuration to detect MitM / bots: I can't ...