Currently, the documentation on Auth0’s website is directing users to follow Facebook Graph API’s setup procedure while this is only relevant if users want to have Facebook login in their applications.
The mentioned steps for connecting the Instagram Business account are all related to APIs available to manage the Instagram Business accounts (which none of them includes the login functionality).
Even on Auth0 itself, the functionality only works when the user uses API credentials retrieved from the old Instagram developer panel, which currently only issues credentials in sandbox mode and none of the apps requested to go live are going to be reviewed.
I saw a couple of reports (like this one) on this community mentioned that the users are facing
Invalid Client ID error while following the documentation and no one even tried to help them. This error happens because credentials generated in Facebook’s Developer panel, are not valid when using on Instagram’s old developer panel’s API and only works for Facebook Login.