If someone just put a fake domain that proxies everything between you and the server (with fake domain with HTTPS... which he social engineered you to get on)
Looks like FIDO2 2FA only sign the challenge response against the server certificate available locally (= the phishing domain) so just passing it to the original server will fail. Also, the attacker can't just re-sign the challenge response after you, because the challenge was sent from the original server already encrypted with the public key of the user (stored from the registration phase). So only the registered user can see the challenge and respond to it.
This leaves only 2 options to do a phishing attack: 1) Get a valid certificate for the original domain [1] 2) force downgrade the user to old TOTP [2]