Checklist

• I have looked into the Readme and have not found a suitable solution or answer.
• I have looked into the API documentation and have not found a suitable solution or answer.
• I have searched the issues and have not found a suitable solution or answer.
• I have searched the Auth0 Community forums and have not found a suitable solution or answer.
• I agree to the terms within the Auth0 Code of Conduct.

Describe the problem you'd like to have solved

Can support for the auth0-custom-domain be added?

Describe the ideal solution

MCD EA support is added to the python sdk too

Alternatives and current workarounds

Im currently pulling the client out of the user management, calling the protected _url method and adding headers myself.

Additional context

No response