Hi @natalie.robinson, thank you for posting in the Community. Just adding to the information our Lucid Legend @Humas1985 provided:
The Group members include non-existent users error indicates this user was likely manually deleted within Lucid, but still remains a member of the Okta group. To resolve this issue, we recommend using the user ID provided in the error message as the External ID to search your Okta logs. This will help you locate the corresponding user account. After you locate this user within the Okta Admin Console, please try unassigning and reassigning the user in Okta.
Please let me know if you have any additional questions on this process - we are here to help!