Have you tried to use the Auth0 SSO plugin?
You could also try using the Discourse Basic Auth plugin and follow this guide to setup Auth0. It’s not SSO, but if you use the same auth0 clientid as your wordpress site they shouldn’t have to create a new username/password since they already exist in auth0.
I’m not really sure but you might be able to get away with using the wp-discourse plugin and setting up SSO to wordpress, but I’m guessing this might not work because Auth0 is the identity provider not wordpress.