I have created an Auth0 client, I am logging in and receive this token:
eyJ0eXAiOiJKV1QiLCJhbGciOiJSUzI1NiIsImtpZCI6Ik1rVkdOa1l5T1VaQ1JqTkRSVE5EUmtNeU5rVkROMEUyU
Have you tried setting the algorithm to "HS256"?
According to the Auth0 docs at https://auth0.com/docs/api-auth/tutorials/verify-access-token#verify-the-signature
For HS256, the API's Signing Secret is used. You can find this information at your API's Settings. Note that the field is only displayed for APIs that use HS256.
For RS256, the tenant's JSON Web Key Set (JWKS) is used. Your tenant's JWKS is https://YOUR_AUTH0_DOMAIN/.well-known/jwks.json.