Enable SSO user authentication for PingFederate using Auth0

I have an application XYZ which needs to use Pingfederate for SSO . I believe that means that Ping Federate is the IDP and application XYZ is the SP .

To do this I have used Auth0> Enterprise Connect > Open ID Connect (since this is what was recommended by the customer who has the ping federate )

Application XYZ is setup in auth0 as a single page application

I have done the setup as mentioned in Connect to OpenID Connect Identity Provider

I have 2 issues :
In the Enterprise Connection > open ID Connect > Login Experience Customization what will be the domain names ? - will it be customer’s ping federate domain name?

When I try test connection , got error -
“error”: “access_denied”,
“error_description”: “unauthorized_client (implicit grant not allowed for this client)”

Please confirm if the grant type ’ implicit’ is to be enabled for the given client id in ping federate

I have progressed on from this error to now getting Invalid request for the call which looks like :

https://sso.abc.com/as/authorization.oauth2?client_id=aaa&scope=openid%20email&response_type=id_token&redirect_uri=https%3A%2F%2Ftr-abc.auth0.com%2Flogin%2Fcallback&prompt=login&response_mode=form_post&nonce=

Error log says

You may have pressed the back button, refreshed during login, opened too many login dialogs, or there is some issue with cookies, since we couldn’t find your session. Try logging in again from the application and if the problem persists please contact the administrator.