Cannot connect Okta SAML to Auth0

I have an application acting as Service Provider in auth0 that is successfully connecting to Okta(set up as IDP and using the SAML connection).
For auth0 I have set up the SAMl Enterprise Connection. For okta I have setup also the SAML.
However, when using the IDP-Initiated sso login on okta I am getting this error "error=access_denied&error_description=Unknown error from 20provider" on my application on auth0.

I have configured my application in auth0 to enable the idp initiated-login sso and followed the instruction on Configure Okta as SAML Identity Provider. Here is my setup as shown in the image.