Firstly let me say that we like both Auth0 and Keycloak - as others have commented the solutions are widely used and have both unique advantages.
We built an open source alternative to Auth0 which fully supports self-hosting (today on K8s, soon as all-in-one binary on multiple platforms). Regarding Keycloak, it is a great project with high maturity and a lot of features, but lacks in support for B2B, cloud-native and manufacturer support. We wrote a blog comparing Auth0 and Keycloak in more detail, when you might want to consider ZITADEL as alternative. Hope that helps.