How use use the Shopify App from Auth0?

We’ve been looking to use the marketplace app from Auth0 to set up on our Shopify store:

Is there a step by step, clear guide of how to use this?

The installation instructions are very unclear.

During this process, Shopify will generate an API key and API secret key for your application; make note of these.

This is done by creating a private app on the Shopify store, and generating the keys. No problem, and when we install the Auth0 app, we have a place to enter them in Auth0.

App URL - https://YOUR_DOMAIN
Whitelisted redirection URL(s) - https://YOUR_DOMAIN/login/callback

This is where it breaks down; however, where is this information entered? Auth0 or Shopify? You don’t have these options when you create a private app on a Shopify store. This is only available when you make a Public App in a Shopify Partner account.

Any guidance would be very helpful as we simply can’t get this to work.