Welcome to the Auth0 Community!
I am sorry about the delayed response to your question!
As mentioned in this community post:
Unfortunately there’s no direct plugin or plug-and-play solution for integration between you AWS Lambda@edge application and Auth0, however from the post-login action (for example) you are able to make an HTTP request for the lambda@edge endpoint. Please make a note that this action will be handled between Auth0 Action server and Lambda@edge application, so client browser will be omitted during this transaction. The response can be later passed to the client via id or access token claims.
Also, you can take a look at this open source Github Repository regarding user authorization using Auth0 and Lambda@Edge.
Kind Regards,
Nik