Welcome to the Auth0 Community!
Wordpress uses MD-5 based hashing algorithm which was unsupported in the past by Auth0, however, it is supported now days.
You can review our documentation regarding User Migration. Please keep in mind that the custom password hash that you are using is part of the supported ones:
"argon2",
"bcrypt",
"hmac",
"ldap",
"md4",
"md5",
"sha1",
"sha256",
"sha512",
"pbkdf2",
"scrypt"
Hope this helps!
If you have any other questions, feel free to leave a reply!
Kind Regards,
Nik