You have set the mendix app url as the identity provider, this is incorrect as the mendix app will be the service provider in the SAML context. Your identity provider would be your ADFS server e.g.
Please refer to https://en.wikipedia.org/wiki/SAML_2.0 for a better understanding of the authentication protocol.
More information on the SAML module can be found in the appstore.
Information on integration with okta can be found here: https://medium.com/@qnttran/seamlessly-authentication-between-mendix-and-okta-saml-c51a56255288