SalesForce SSO

Production SalesForce instance has SAML configured, has been active for years and everything continues to work as desired.

New instance of SaleForce, data will be migrating over soon.  Setup another SAML application in Azure for SSO to the new instance, everything looks to be correct. 

When I hit SSO for the new instance of SF it fails with a default something went wrong with SSO blah, blah from SF, no errors or correlationID.

Azure sign-in logs show correct time stamp and a status of success.  I'm thinking the hand off has been successful so SF should be happy.

On the SF side there are no login attempts at all; it's like nothing even tried to auth.

SalesForce support has been helpful, but the ticket remains open. 

Looking for ideas, how do I capture where the hand off is failing, how do I fix this?