Can you try updating to the latest Auth0.js v9.2.3 just to be sure it is not a bug already fixed in this version?
You an also check if you have added all Allowed Callback URLs, Allowed Web Origins and Allowed Origins (CORS) in the client settings. You can read more about these here:
https://auth0.com/docs/libraries/auth0js/v9/migration-v8-v9#configure-your-auth0-client-for-embedded-login
https://auth0.com/docs/clients/client-settings/regular-web-app#settings
Finally, the “Unable to construct sso user.” error can also happen if you’re trying to do silent authentication for a user that has been deleted from your database in Auth0. Is it possible that some logged in users where deleted?