As mentioned in (Connect Your App to ADFS), in particular, at step 8 of the process:
enter the following value in the textbox
https://YOUR_DOMAIN/login/callbackor if you are using a custom domain, usehttps://<YOUR CUSTOM DOMAIN>/login/callback
From what you described ADFS is sending a response to https://dev-7p-2vjt3.au.auth0.com/ while it should be sending a response to https://dev-7p-2vjt3.au.auth0.com/login/callback.
You should revise the ADFS configuration in order to ensure it was performed in accordance with the link above.