Hiya. You should check out FusionAuth (disclosure: I'm an employee). We have a comparable offering to Auth0.
From talking to other users, Cognito is okay as long as you don't need any real customization. It's also great if you need to get AWS credentials on login. But there are plenty of folks who start with Cognito, run into its limitations, and move elsewhere (even if they stay with AWS for other service). Here's a story about someone who moved from Cognito to FusionAuth: https://fusionauth.io/blog/2020/11/18/reconinfosec-fusionaut...