Actually I have both problems.
1) I am not able to create a space in confluence, because there is no option when I choose 'Space' in confluence page
2) I am not able to create a new confluence space in jira because of the failed connection.
Here above are the error messages for both problems.
your Confluence is using server, your Jira is in Cloud. I assume the both are not connected.
Additionally, maybe you're not allowed to create spaces in Confluence. Using Confluence server, there is one menu point "Create space" when using the Space dropdown menu.
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