When reviewing the OIDC Protocol specifications, the section Initiating Login from a Third Party indicates that it could be possible to allow an Identity Provider (IdP) to signal to a Service Provider (SP) that a new log in request should be initiated. 

This article details whether Auth0 supports the OIDC Protocol specifications related to Third-Party Logins.

• OIDC Protocol
• Initiating Login from a Third Party

Though this is technically part of the OIDC specifications, Auth0 currently does not support third-party logins with the OIDC protocol.

The closest supported option would be configuring IdP-Initiated SSO with a SAML Connection instead. Please open a Feature Request on the Community site so Auth0 Product Managers can gauge interest in this feature.