Exchanging an external access_token for an Auth0 token was supported at some point for a handful of identity providers, but it’s now considered a legacy flow and not being worked on anymore (it doesn’t support API authorization). Also new tenants don’t have access to it. I’d encourage you to add your feedback to https://auth0.com/docs/feedback explaining your use case. If this feature makes sense for many customers, the Product team might decide to prioritize it before others.
As for federating authentication like we do with Google, Facebook and others, Auth0 can only connect to external identity providers via standard federation protocols like OIDC, OAuth1 and OAuth2. AFAIK WeChat only supports OAuth2 for users signing in on desktop computers, but the flow does not work on mobile devices, which would limit its functionality greatly.
The problem is that WeChat’s authentication scheme uses a QR code displayed on the screen (instead of asking for username/password) that needs to be scanned with the WeChat app. This means that a user can only log in to a desktop computer or another device, but not on the phone itself (because the app needs to scan the QR code). From WeChat’s documentation:
This feature lets users log into third-party sites on their computer by scanning a QR code displayed on the page, using their mobile phone. This reduces any friction new users may encounter in using your site, saving the time and hassle of having to remember yet another password.
Would this work for you, knowing that the authentication scheme could not be used on a mobile device?