API Gateway has the timeouts for Authorizers documented here: Amazon API Gateway quotas and important notes - Amazon API Gateway
The timeout is 1500ms for both OIDC and JWKS endpoints.
IMO I would say that if the Auth0 endpoints are consistently taking more than 1500ms, that’s an Auth0 issue. That being said, it would be nice if AWS allowed you to increase the timeout, but I understand why they don’t. Auth0 should be able to provide a JWKS/OIDC endpoint that respond in a deterministic amount of time.