Hi @Imke
I did tried creating a custom connector for Zoom. Here are the details:
Here is my Authentication type I used

Above I have set Refresh URL is same as Token URL
Here is the method I was trying to test

This is my test result:

So here I have replicated your error. I did tried with different things around and tried the same in POSTMAN using OAuth2 using client Id and Client Secret. Managed to generate a Bearer token via Postman and here is the result:

So this confirms that CORS error is nothing to do with the credentials or headers. Next what I tried is created a Power Automate action step using the current test connection and I got a different error saying invalid token.

That indicates me that something in that test connection is not quite right. So what I did next is create a new connection.

As you can see above I created a new connection by clicking Add new connection.
Run my flow and here is the test result:

So try creating a new connection in your Power Automate action step. That should work as expected. I am not sure why the test failed under the custom connector.
Please let me know how it goes.
Thanks