Has someone created a custom domain after having SAML integrations with different providers (Okta, Azure, Custom)?
Does it break the the integrations or will they continue working with the domain provided by Auth0 ?
Hi @dvasquez thanks for your question and welcome to the Auth0 Community! 
I believe your connections should continue to work, they’ll just use your Auth0 domain. However if you want those SAML connections to leverage your new custom domain then that will require re-configuration on your part. Steps on doing that can be found here:
Hope that resource helps, let me know if you need anything further!
Best,
Colin