Login issue after update WP Auth0 from Version 3.11.3 to Version 4.1.0

After update WP plugin Auth0 from Version 3.11.3 to Version 4.1.0 we got a problem with login.
We have WP multisite with two subdomains and after update the plugin we are not able login from subdomain and works only from base domain.
We double checked Auth0 service settings and WP Auth0 plugin setting and they look ok, but when we try to login from subdomain it redirects us to the same login page. We do not see any errors during this process and Auth0 service logs says that login was successful.

Thanks in advance!