Redirecting user to the initially clicked link after authentication using Auth0 on WordPress

Hi there,

I have a WordPress website that uses Auth0 for authentication, through the “Login by Auth0 plugin”.
All pages on the site can only be visited if the user is authenticated.
When a newsletter is sent and the user clicks on a link, if he is not authenticated, he is redirected to the Auth0 login page, signs in, and then he is redirected to the page defined in the settings, in the Allowed Callback URLs section.
How can I make the user be redirected to the link he initially clicked on in the newsletter?

For example
User clicks the link:

User is redirected to the login page, and after signing in, he is redirected to the page defined in the settings Allowed Callback URLs:

Objective, user is redirected to initial link: