Unfortunately, there isn’t a mechanism out of the box to show a popup before a user is automatically logged out when a session ends in Auth0.
Additionally, settings like the ID Token Expiration, Absolute Lifetime, and Inactivity Lifetime control the ID Token and Refresh Token expirations, not session logouts. (Reference: Why Users Remain Logged In After the Inactivity Timeout)
Instead, you should configure your session lifetime settings to control when a user is automatically logged out.