At this time, the configuration of social provider through Auth0 implies the use of a redirect URL associated to your Auth0 account which is also under the Auth0 domain.
A recent change from Google lead to the update of their OAuth related screens to show the parent domain of the redirect URL associated with the OAuth request instead of the application name configured by the developer; this is a measure to increase security and from the information available online, although they will allow a more customized experience in the future this is what is available at the moment. To answer your question, at this time there is no supported way to further customize the screens in question.
The redirect domain shows the real place the token will be sent (vs. the name was not verified and could have been anything).
(source: Google OAuth consent screen not showing app Logo and Name)
For more information about this and for your convenience I also include the relevant Google blog posts: