If you search the forum, there are quite a few issues about poor user experience if the user bookmarks the HLP: Search results for 'bookmark hosted' - Auth0 Community
A solution of global customization of the error page seems less than ideal for handling this specific issue.
I suggest improving this situation (in the default HLP). One idea would be as part of the Auth0 redirect to add an optional time stamp to the redirect flow (I think the spec allows for extra parameters). The HLP can check if the time stamp is old and then redirect the user to a designed location in that case.