I also raised a support ticket and got an 
answer
It seems that Auth0 saves the Access Token and the Refresh Token at the moment the user logs in to your app (the Refresh Token will, of course, only be saved if you include the offline_access scope in your Custom Social Connection).
These can then be retrieved at any time using the Management API. This is documented here: Identity Provider Access Tokens
In short, you just need to make a Management API request to get user (Auth0 Management API v2) and the original identity provider’s Access Token and Refresh Token will be included in the identities array in the response.