Since the domain is appearing in Pi-hole's Query Log, that means that your computer and browser are using Pi-hole for DNS. And Pi-hole is not blocking it because it passes it upstream to Google's public DNS. You've tried using Disable Blocking and still have the problem. This implies that Pi-hole isn't part of the problem. I think you're right that something else is getting involved.
The error refers to the subdomain auth.simplisafe.com. That's a CNAME for some "ssafe" labelled subdomains of auth0.com. This company offers various services including login services, so it appears that SimpliSafe is one of their customers and using them to manage their customer logins.
Therefore it looks like your firewall, or perhaps some blocker extension in Chrome, is blocking auth0.com. Normally you would need to check this in Pi-hole too, but if you're not seeing it in the Query Log then it implies the blocking is right there in the browser. Something like uBlock Origin perhaps?
If so, you can try whitelisting*.ssafe.auth0.com and see if you can get further.