Sorry for the late response on this.
There is a work around to generate Raygun credentials for accounts using external logins. You can do this by requesting a password reset for your account on the login screen. This will allow you to set a password after receiving the reset email.
Once you have set your password you should be able to log in using either OAuth or your new password, these credentials will also be usable within the Raygun sidekick application to authenticate.
We hope to develop support for using our external auth tokens within the Raygun sidekick app in the near future and avoid this issue entirely.
Hope that helps.