Auth0 is not looking in the custom database if user was not found in the Username-Password-Authentication

Did many other tests and tried many things. I can’t get 2 connections to work.

If I only enable the Username-Password-Authentication connection, a user that is present in Auth0 will be able to log in.

If I only enable the custom database connection, a user that is present in Wordpress will be able to log in.

But If I enable both connection in the Application, only the first connection will work, never the other.

My understanding was that, when 2 connection are enabled for an application, Universal Login checks to see if the user is available in the first connection, and if not, will try with the second connection.

What am I missing?

Thanks for your help!