Same issue to me.
Solution #1: crate another Admin-account. Don't sign in to iCloud at setup. After setup, sign in to the apps (Music, tv, Podcasts, Books) what should happen without an issue. Then connect to iCloud via system settings.
Solution #2: via Terminal commands that reset iCloud. After that sign in to the apps (Music, tv, Podcasts, Books) what should happen without an issue. Then connect to iCloud via system settings.
Terminal commands like I did with help from the Apple support team:
After the first command (sudo -v) you have to type your password - blind - then hit enter and proceed.