The reason why you see “auth0.com” is because you are using the Auth0 Developer Keys and the developer keys for social connections has few limitations. See below link for more details
It is strongly recommended to use your own keys before deploying your application to production.
Please setup custom domain and configure your own ClientID/ClientSecret for google social connection. After doing that, you should be able to see your own domain on the google page.
Thanks a lot for sharing that knowledge Praveen!