You should go through the reference documentation available at (Add Scopes/Permissions to Call Identity Provider APIs). If you already tried that without success then you may need to provide additional information.
We’ve tried passing connection_scope but it doesn’t appear to work as documented. The elevated scopes appear fine when we add them to the Facebook App configuration within Auth0 ui
The ideal data to troubleshoot the situation with connection scopes not working would be for you to provide an HTTP trace containing all the requests since the initial authentication request until you land on a Facebook URL.
There’s instructions at (Generate and Analyze HAR Files) and you don’t need to actually authenticate as just seeing what scopes reach Facebook should be enough, nonetheless, be sure to redact any information you deem sensitive before sharing an HAR publicly.