This problem is related with the browser’s security. In some versions, browers are rejecting the connections to the Auth0 server because of an issue with the certificate chain.
For what I can see the problem is with the Comodo CA Certificate .
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There are two certificate paths and I tested on machines that use each of those path and did not experienced any issue.
One path ends at the COMODO RSA Certification Authority given this certificate is included as trusted root in some machines. For example, on MacOS Sierra and Windows 10 Chrome will show that path and it will validate it correctly.
The other path which ends at the AddTrust External CA Root which has a friendly name of The USERTrust Network also did not cause any issues when I tested it on Chrome in a Windows Server 2008R2 machine that did not had the COMODO RSA Certification Authority as a trusted root.
This either points to a specific issue with a configuration I did not test or a specific issue with the machines where this is occurring. Also of relevancy is that sometimes in enterprise environments there are man-in-middle proxies that use certificates trusted only by domain machines for which the specific certificates were installed. Sometimes this leads to issues when a machine within that environment accesses the network, but had never had the specific certificates installed.
You say this happen with specific browser versions so you may also want to detail in your question which versions with which operating systems. Finally, it it’s not the latest version of the browser you should also consider updating them.