You are trying to use EventSub Webhook transport
This will send a message to your callback URL when events occur.
As part of setting up a subscription, Twitch will call your callback to see if it exists, is valid, and expecting data.
If your callback doesn’t exist then Twitch has no where to send data, so allowing the creation on a subscription would mean that Twitch would be trying to send data to a non existant callback.
You got a 204 from the API saying what you sent to the API to create a subscription is correct.
later Twitch will then call your endpoint to verfiy it and later send data (later in this case being a second at most)
Verification checks are asycnronous.
Yeah you need the callback to exist and be ready for data first