My import was wrong, after changing
import { Auth0Cordova } from ‘@auth0/cordova’;
To:
import Auth0Cordova from ‘@auth0/cordova’;
It was working! Remove the curly braces {}
As explained here: TypeScript - difference between import ... and import {...} (with curly braces) - Stack Overflow and here: Auth0 Cordova Debugging Help - #3 by brianra
Hope it helps somebody else