How to get away with Canada Data Sovereignty Issues? (Without private cloud)

We are using Auth0 as our Authentication platform.

One of our Canadian client wants to use their IdP using SAML SSO connection, So that their sub-clients stay in their IdP server and obey’s Canadian Data Sovereignty Rules.

[ Client Idp ] ===(SAML SSO)==> [ Auth0 Instance ] =====> [ Our Application ]

Deploying private cloud is not a cost effective solution for this client.

What we trying soo far:

  1. Use an auth0 US tenant
  2. SAML SSO integration.

What we observed:

  1. A SAML user profile is created in auth0 instance on successful authentication.

What we wanted to know?

  1. Can we use a custom database to store these SAML user profiles?
  2. Can we not cache these profiles in auth0 and use a Rules / Actions to bypass authentication directly to the application?

Any thoughts in implementing this in a public cloud? So that it will be supper cost efficient for small clients who cannot afford private cloud instances?