OIDC SSO (SP initiated) with Auth0 as SP and separate IdP

I am trying to set up a demo for OIDC SSO in a B2B scenario, where the business customer has their own IdP.

My service is a regular web application.

As an Auth0 customer my SP is Auth0.
For testing purposes I am using Okta as the IdP.

Is there documentation for this configuration, or one where I use Auth0 as both SP and IdP but over separate tenants (to simulate separate business entities)?

I have created an OIDC Enterprise connection in my Auth0 dev tenant for my regular web application, and an app integration in Okta. I think I have it correct but not sure how to test this.

Okta app integration:

Auth0 OIDC Enterprise connection: