The Identity Provider does support OID protocols and should function with Auth0 if you’re integrating it into your Customer Accounts functionality.
I do get where you’re coming from though - after doing a bit of digging it doesn’t look like we have any Shopify-specific guides on our end for this. Happy to look into this a bit more for you - would you be able to share your use-case and a bit of what set up you’re looking at (e.g. is this for a Hydrogen shop, etc.)? I’ll see if I can surface some tips that might help on our end here.
We have a liquid storefront with a custom liquid account section tied into new customer accounts for a B2B merchant. And they are looking for username/password-based logins for their customers to use because they’re having a very hard time with the passwordless login.