Reviving this old thread, but keen to hear if anyone has managed to get this to work?
From my SAML SP, I can configured a login_hint query parameter to be added to the Auth0 redirect url
https://<tenant>.auth0.com/samlp/<client_id>/?SAMLRequest=<>&login_hint=<username>
but Auth0 does a subsequent redirect to
https://<tenant>.auth0.com/u/login?state=<>
which drops the login_hint query parameter completely.