You should set up a third party provider regardless. I am using the dev provider (the built in one) and it seems to be working for me, but email customization isn’t supported by the dev provider, so it could be causing the issue.
The last response i had from @dan.woda back in December was this:
I tried this on my paid account, and it seems to be working, but if I try on a free account then it doesn’t save the redirect to, but only for the password reset page, the email verification works fine. This sounds like a bug. I’ll report it and let you know what I hear back.
I have been testing on a free tier tenant to sandbox experimentation from a client’s subscription. I seem to spend way more time than seems reasonable snared up on these kind of minor snags in Auth0 trawling through documentation and community threads!
P.S. I attempted to quickly verify on the paid subscription (very carefully!) but unfortunately got a different error which looks configuration related and can’t justify spending any more time on this right now. I’ll endeavour to confirm later and post back.