Problems I encountered:
* Normalized user profile using data from various identity providers [1].
* Passwordless login [2].
* Using custom SMS gateway for passwordless login or 2FA [3]
There are not a stable, polished, feature rich alternatives to Auth0 that are affordable. I know that's a lot to ask for, but since you're asking. Auth0 is very nice, but prohibitively expensive. There are also not a lot of maintained and stable alternatives. Pretty much the only one I am aware of is Keycloak.
[1] https://auth0.com/docs/users/normalized/auth0
[2] https://auth0.com/passwordless
[3] https://auth0.com/docs/connections/passwordless/guides/use-s...