Hi Martin,
I did check the logs and its just says authentication failed. Any suggestions on what could be missing.
2016-03-06T05:23:21,535+0000#366214960#ERROR#Authentication failed. Reason: Error SAML2Response received. Details: null
2016-03-06T05:25:33,012+0000#687550019#ERROR#Authentication failed. Reason: No RelayState cookie found in the request. SAML 2.0 authentication failed.
2016-03-06T05:25:57,335+0000#1493985166#ERROR#Authentication failed. Reason: Error SAML2Response received. Details: null
Regards,
Nagesh