I have it working. The issue is I was adding Auth0 to an existing vue3 project. The issues was caused by lower versions of some node_modules than were being used in the demo project.
I wish I could tell you exactly what cause the issue, but after a day of troubleshooting you start to lose track.
The one small issues was package-lock.json. I ended up increasing the version numbers of the node_modules in package.lock to match the demo project, deleting node_modules, and deleting package-lock.json and running npm i
Probably not the recommend upgrade path, but it worked for me.