Logout when a SAML session is in place does not clear the cookies

I have a problem where my customer is doing a SAML based login to auth0 from Qlik (mashup) and then when he initiates a logout from auth0 (his program is using webAuth.logout) the user is logged out OK but refresh of the page or opening another page in the browser and asking for the login URL will SSO into the page without asking for credentials (like silent login). The logout is logged in the Auth0 system logs but there is no log record in Auth0 system log of the second login.

Doing the same thing when the page is not going via a SAML login (going directly to login of auth0) does not cause this effect.

I saw https://community.auth0.com/t/delete-cookie-on-logout-webauth
But there is no info about what cookies to clear or who is in charge of the clearing.