I see, that's what causes the page to go white, then.
Yeah the DENY thing isn't coming from XF.
If you look at the previous error, and compare it to this one now that click jacking is enabled:
Code:
Refused to display 'https://YOUR-URL.com/' in a frame because it set 'X-Frame-Options' to 'SAMEORIGIN'.
The previous message, it's actually a Facebook URL which is sending the DENY header. As you'll see from the most recent error, now clickjack protection is re-enabled, it's your URL that is sending a header (the correct one for clickjack protection being enabled).
So doing a little bit more digging, actually, Facebook have changed something so that the oauth dialog cannot be opened within an iframe. Therefore, at the moment, opening it in a new tab is all FB will allow you to do.