I really like you auth0 option for the self-hosted version. Having to host identity can be quite the security risk.
What I dislike a little right now are all the required open ports. I see of course why they are required, However having to secure all of them would be quite a feat. I am always a "simpler is better" proponent. Fewer ports will reduce the attack-surface to manage in the enterprise.
Keep up the good work!