Configure SAML to send user assigned roles using auth0 as both IDP and service provider with Looker

I am testing out using auth0 as both the IDP and service provider for SSO with Looker. The SSO works but information about user assigned roles are not sent in the SAML response. How do I configure that in auth0 so the assigned user roles are sent in the SAML?

Also, is there a way to set the first name and last name attribute in the dashboard? Or is using API the only way?