Anytime you receive an ACCESS_NOT_GRANTED error, refer to the error reference in our docs for common causes and troubleshooting steps.
For Capital One accounts, an additional common cause is that the Identity product is not currently supported for Capital One credit card accounts. Requesting Identity information (calling /identity/get) when the user is only sharing credit card accounts will return an ACCESS_NOT_GRANTED error. To avoid this, check the account type (e.g., credit vs. depository) before calling /identity/get, and skip the Identity call on Items that contain only Capital One credit card accounts.