Hi, we have the same issue after upgrading. Did all the steps below.
How was it solved at your end developer6?
Access to XMLHttpRequest at ‘https:/[our auth0 account].eu.auth0.com/usernamepassword/challenge’ from origin ‘https://[our domain].com’ has been blocked by CORS policy: Response to preflight request doesn’t pass access control check: No ‘Access-Control-Allow-Origin’ header is present on the requested resource.