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I just installed Vanilla. I then installed the WP plugin. Then, I took the SSO page from WP and installed this plugin in Vanilla and copy/pasta'd the data available.
However I see no indication that it is working -- if I sign into WP and go to Vanilla or vice versa, I'm only signed into the first one. If I "test" via the Vanilla admin panel, it just bumps me to the front page of my WP install and nothing happens.