Auth0's big feature that isn't provided by open source platforms at the moment is being able to request an OAuth token for third party services the user has authenticated with, so for example you can trade in an auth token that was issued when you logged in the user for a Facebook token.

Not true. Dex and Hydra both support it, although you need to implement a little bit more stuff when using Hydra. Read it in the docs: https://ory-am.gitbooks.io/hydra/content/connection.html

I stand corrected. In that case Auth0 is even more overpriced than I originally thought.

Auth0 has a lot of integrations and features that dex/hydra do not have. Auth0 have their own Identity Provider, which hydra does not. But in general you can say that dex/hydra have a very similar featureset to Auth0