Ok to put it clearly for anyone else who might refer to this or experience the same;
It appears this error occurs when your authorisation URL redirect to Twitter has either invalid/old/expired or NULL $token value.
Make sure your auth URL contains the temp token value received from Twitter like this;
$url = $connection->getAuthorizeURL($request_token['oauth_token']);
This resolved the problem after I noticed from the image I posted above that parameter oauth_token had no value.