Hi. I sent in a support ticket to Atlassian but I'm still waiting for a response.
In the meantime, I tried to do it through online Teams and I seem to have got it working. I setup the channel app add-in through the online version of Teams, then when I went back to the Desktop version it let me go further.
You need to create a filter to be able to add a tab - would have been nice to know this up front because I haven't used filters before so didn't have any! You need to do this in the online Jira before so you can use the drop-down menu to find them.
Hope this helps!