Okay, we figured it out. You need to append a ui_locales param to the verification URL you set in the email template.
The email verification URL you have access to in the template has a fragment (#) at the end so you have to do some string manipulation to remove it.
Here is how I did it.
{% assign splitURL = url | split: '#' %}
{% assign languageURL = splitURL[0] | append: '&ui_locales=' | append: user.user_metadata.lang %}
<p><a href="{{ languageURL }}">Confirm my account</a></p>
The URL should look something like this:
https://example.auth0.com/u/email-verification?ticket=123456786897qwerwuiyoiu&ui_locales=es