Setting up custom domain in auth0 doesn't seem to be working

We have setup a custom domain in the Auth0 UI and have verified the ownership. Next step we created a cname that points to our auth0 tenant url, and “surprisingly” it still just displays the auth0 tenant URL, rather than our custom domain. We also have auth0 managing the certificate ownership.

We expected, that when we redirect to, we would see in the url bar, but we still see the original tenant url. Any thoughts on what is going on here or how to fix this?

Ok it turns out we were just testing it wrong, we need to use the custom domain in the initial redirect to auth0.