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Usage of custom domain in verification email issue

Right now when i get verification email after registration on my service (i use embedded Lock) i see “Verify Link” there and it looks like https://[name-of-my-tenant].eu.auth0.com. Clicking on this link takes me to login page of my app with right url.
But i want to make it use url of my app in emails.
I configured custom domain and turned on “Use Custom Domain in Emails” and now required url appears in emails, but when i click it i see blank page and email is not verified.
Also, in lock configuration i’ve set

configurationBaseUrl: ‘https://cdn.eu.auth0.com’,