Auth0 require https to view your resources safely. But usually our localhost is http rather than https. Generate a custom cert file may solve this issue but it require changes on nextjs/express level.
If you're facing issue like checks.state argument is missing
during auth0 login step please continue to read.
Caddy is an opensource tool for the local https work, not sure if it's safe enough but it's open source. https://caddyserver.com/