I’m afraid there is not currently a way to get that information; I do know that having additional context information within custom database scripts is something that I have seen requested before and tracked as feature request although I believe it was for slightly different context information from the one you mention.
The recommendation would be for you to leave that feedback through (Auth0: Secure access for everyone. But not just anyone.) as that is a direct channel to the product team and will ensure that the request is tracked in the backlog. Of course that requesting it does not imply it will be implemented, but the more people request a particular feature the more likely that will get pushed into the roadmap.