Auth0 and app hosted under parent domain. Is it still 3rdparty cookie?

Need some clarification with regards to auth0 cross origin authentication.

We use auth0 custom domains feature.
my app is hosted in url https://myapp.test.somestring.example.com
my auth0 custom domain url is https://auth.test.example.com

question:
Is it still third party cookies or it is not.

Auth0 gives below comment in documentation and it is not really clear if both app and auth0 are under parent domain then is it considered third party or not.

There are two approaches you can follow to remediate the issue:

Enable a Custom Domain on your tenant and host your web application in a domain that has the same top-level domain as your Auth0 custom domain. For example, you host an application at https://northwind.com and set your Auth0 custom domain as https://login.northwind.com. This way the cookies are no longer third-party (because both your Auth0 tenant and your application are using the same top-level domain), and thus, are not blocked by browsers.

Reference: