Auth0 OIDC Federation builtin?

I’ve been going through auth0 documentation to find anything for my particular use case, but unfortunately it is not been so fruitful.

So I would like as how one would handle following use case:

  • Due to awful data protection laws we’re required to store user data in particular regions (we have several and some are not supported by Auth0 without private cloud)
  • Essentially it will result in having multiple auth0 endpoints, each with own user database.
  • But this is rather inconvenient for purpose of login and I wanted to have OpenID federation that would allow to have single entry point for all logins.

From auth0 dashboard and documentation I do not see any sort of builtin functionality to build federation.
I know there is some sort of enterprise connection to establish federation with third party OpenID providers, but it seems not to be aimed at particular use case to build federation out of auth0.

So does anyone have any recommendation on whether Auth0 has any tools to build federation of endpoints on top of itself?
Or should I rather look into building federation myself?