Zendesk Configuration Instructions using Custom domain

Hey,

We have created application in Auth0 with domain 123.abc.com and our auth0 tenant domain is test.auth0.com . For better user experience we have added custom domain auth.abc.com in auth0. Now our application using auth.abc.com instead of test.auth0.com. So far everything is good.

Now we have added new Zendesk SSO integration with domain (abc.zendesk.com) . Zendesk sso works fine if we do not use custom domain but when we use custom domain in our application, SSO with zendesk is not working. As Zendesk using default auth0 domain test.auth0.com while our application using custom domain auth.abc.com

Query is how can I configure zendesk to use auth.abc.com instead of test.auth0.com . On auth0 tenant Applications->SSO Integration->tutorial ( Zendesk Configuration Instructions) shows SAML SSO URL using default auth0 domain . Any suggestions much appreciated.