Hi Arjan,
Have you checked that your SSO module has a Mx9 version, and updated to it?
We use SAML SSO in Mendix 9. In the project files we have a theme folder, this is where I find index.html
Out index.html redirects to /SSO/ with <meta http-equiv="refresh" content="0;URL=/SSO/" />
index3.html is a copy of index.html without <meta http-equiv="refresh" content="0;URL=/SSO/" />
And our SSOLandingPage set to index3.html