Strange tho that I've never had this issue with other ROM's I've tried, superiorOS, Bliss, etc. But it may have just been me
I havent followed your story, or started to flash custom ROMs to my pixel 4a. I dont even use banking on my phone. However, a few things have possibly changed.
Are the "other ROMs" different revisions of android?
As time moves on, Google and the banks change/strengthen their tests for certifications. To get a better understanding if its the ROM specifically, you would have to go back and flash the other ROM, and test it against the latest/current/same version of the app that is now failing.
Also, newer ROMs may provide better & more robust features, that weren't available for the same app to take advantage of in an older or possibly simpler ROM. For example, when 30 years ago my friends cars could do over 200km/h. However, my current car has a speed limiter in place to limit it to 180KM/h (never tested it personally) . My current car has a much more powerful & capable engine. The newer electronic fuel injection and integrated electronic speedometer, gives the manufacturer that ability/option, that was just not practicably possible/economical in the old days.