User login to amazon managed grafana with Auth0

I’m trying to implement Auth0 to enable users to log in to an Amazon Managed Grafana (AMG) workspace using Auth0 as an external SAML 2.0 Identity Provider (IdP). However I didn’t manage to accomplish that yet. I’m getting the following error:

invalid_request** : The SAML Request AssertionConsumerServiceURL is invalid: ''

Is it possible to use Auth0 with AMG ?

Where could the problem be?