I found a solution, may be useful to someone
From the Auth0 popup url you need to extract redirect_uri:
Turn it into a normal Url and paste to Auth0 app settings in Allowed Callback URLs
httрs://editor.weweb.io/bdeе6a77-aca8-4538-bb2e-516a25a6bc31/
Also insert “https://editor.weweb.io” into Allowed Web Origins
After these steps, everything is working
