To create the challenge-response I did following steps:
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I create a hexinput.txt with the 20 bytes hex of the Yubikey secret without spaces.
echo "cef8d6f48d5bd5dcc2237932a7a67ef2bfc4edbe
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Convert the text file to a bin file.
xxd -r -p ./hexinput.txt out.bin
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Output the bin.file as base32
cat out.bin | base32
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Copy the output from previous command as to create the challenge response
itropy nk3 secrets add-challenge-response 2 <my secret>
Once I have solved the problem and the Nitrokey is recognized by KeePassXC, I will see if I could create a backup of my Yubikey. Then I will report back here.