If I understood the situation correctly then like you mentioned the other identity providers would be acting as service providers and Auth0 as a SAML identity provider. In this situation, you would have to represent the service provider as a client application with the SAML 2.0 addon enabled.
By performing the above the service provider would redirect to Auth0 and any connection enabled for the respective client application would be a possible method of authentication (this would include social connections). If the end-user authentication with Facebook, for example, then the Facebook profile information would be mapped to a SAML assertion sent to the service provider and in accordance with the SAML addon settings you configured.