Followed this article: https://3dsim.github.io/securing-jenkins-with-auth0/ to configure Auth0 in Jenkins.

When try to login, Auth0 displays below error:

Type: Failed Login
Description: The SAML Request AssertionConsumerServiceURL is invalid: 'http://jenkins:8080/securityRealm/finishLogin'
 
When testing Auth0 using their own debug function everything appear to be working.

Auth0 Allowed Callback URLs is configured with a correct URL.

jenkins:8080 doesn't appear anywhere in Jenkins, not in XML file from Auth0, not in config.xml file.