Desktop app configured it to use Auth0 and Okta as an external identity provider

We have a desktop app and we configured it to use Auth0 and then call Okta as an external identity provider.

When I start the desktop application it prompts for Okta App Portal login screen for username and password. Once I enter correct credentials it sends out OTP and then upon successful login it remains in the application. So from in our desktop point of view we don’t know if the user is successfully login or not as it does not close the login prompt and return to code so that I can let the user access desktop application automatically.

Perhaps is it something that needs to be setup in the Okta app itself? Because we created the Auth0 app and Okta login app is created by our client so those to talk to each other, wondering if there is something in there that needs to be flagged in a setting to act like we want it.

The documentation all mentions Web App, but from the sales department we were told Windows Native Apps can work as well.

Note: When I integrate Auth0 itself it closes the prompt after a successful login and returns success result with token so I can continue with desktop flow.