Hello!
Given your SAML flow with PingFederate via Auth0 and the need to authenticate to a 3rd party system, directly relaying the SAML assertion as an API token is generally not feasible as SAML is for authentication, not API authorization. The recommended approach is for Auth0 to act as a bridge: users authenticate via PingFederate into Auth0, then your application receives standard Auth0 OIDC/OAuth tokens.