LetsEncrypt is telling you that it tried to connect to example.org and requested .well-known/acme-challenge/jOwqye1yXzv1-tQBS1fgi0 but was given a 404 error in response.
Since Caddy handles the ACME challenge-response automatically, and a 404 error indicates that some web server did indeed respond (albeit with an error), the most likely problem is that the DNS A record for example.org points to a different server than the one you are running Caddy on.