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Enterprise integration use old domains despite custom domains?



We would like to move to custom domains to have better security for database connections (third party cookies stuff).
However we have many enterprise connections configured that still use the old domains.
It appears that once custom domains are enabled and the lock is configured to use them the enterprise connections are broken (mismatching callback url).
Is it possible to have the enterprise connections keep using the old auth0 domains and only use the custom domain for the database connections?