Ok so I looked for "saml" in the log file, and these are the mosts interesting results:
{"type":"log","@timestamp":"2021-10-18T11:34:38-04:00","tags":["debug","plugins","security","basic","basic1"],"pid":1396,"message":"Trying to authenticate user request to /api/security/saml/%2Fapp%2Fdashboards%2Flist."}
{"type":"log","@timestamp":"2021-10-18T11:34:38-04:00","tags":["debug","plugins","security","saml","saml2"],"pid":1396,"message":"Trying to authenticate user request to /api/security/saml/%2Fapp%2Fdashboards%2Flist"}
{"type":"log","@timestamp":"2021-10-18T11:34:38-04:00","tags":["debug","plugins","security","http"],"pid":1396,"message":"Trying to authenticate user request to /api/security/saml/%2Fapp%2Fdashboards%2Flist."}
{"type":"log","@timestamp":"2021-10-18T11:34:38-04:00","tags":["debug","plugins","security","http"],"pid":1396,"message":"Authorization header is not presented."}
{"type":"log","@timestamp":"2021-10-18T11:34:38-04:00","tags":["debug","plugins","security","authentication"],"pid":1396,"message":"Could not handle authentication attempt"}
{"type":"log","@timestamp":"2021-10-18T11:34:38-04:00","tags":["debug","plugins","licensing"],"pid":1396,"message":"Requesting Elasticsearch licensing API"}
{"type":"log","@timestamp":"2021-10-18T11:34:38-04:00","tags":["debug","elasticsearch","query","data"],"pid":1396,"message":"200\nGET /_xpack?accept_enterprise=true"}
{"type":"log","@timestamp":"2021-10-18T11:34:38-04:00","tags":["debug","http","server","response"],"pid":1396,"client":{"ip":"127.0.0.1"},"http":{"request":{"method":"GET","mime_type":null,"referrer":"http://localhost:8081/","headers":{"host":"localhost:5601","connection":"keep-alive","sec-ch-ua":"\"Chromium\";v=\"94\", \"Microsoft Edge\";v=\"94\", \";Not A Brand\";v=\"99\"","sec-ch-ua-mobile":"?0","sec-ch-ua-platform":"\"Windows\"","upgrade-insecure-requests":"1","user-agent":"Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/94.0.4606.81 Safari/537.36 Edg/94.0.992.50","accept":"text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9","sec-fetch-site":"same-site","sec-fetch-mode":"navigate","sec-fetch-user":"?1","sec-fetch-dest":"document","referer":"http://localhost:8081/","accept-encoding":"gzip, deflate, br","accept-language":"pt-BR,pt;q=0.9,en;q=0.8,en-GB;q=0.7,en-US;q=0.6,pl;q=0.5"}},"response":{"body":{"bytes":66},"status_code":401,"headers":{"X-Content-Type-Options":"nosniff","Referrer-Policy":"no-referrer-when-downgrade","kbn-name":"LAPTOP-05UC8NBH","kbn-license-sig":"9b2bbdbd7bcfbe5df3634b91b4832e5b286431dd0f9a9fd79743de85e3f861a8","content-type":"application/json; charset=utf-8","cache-control":"private, no-cache, no-store, must-revalidate","content-length":66},"responseTime":64}},"url":{"path":"/api/security/saml/%2Fapp%2Fdashboards%2Flist","query":""},"user_agent":{"original":"Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/94.0.4606.81 Safari/537.36 Edg/94.0.992.50"},"message":"GET /api/security/saml/%2Fapp%2Fdashboards%2Flist 401 64ms - 66.0B"}
{"type":"log","@timestamp":"2021-10-18T11:57:38-04:00","tags":["debug","plugins","security","saml","saml2"],"pid":1396,"message":"Trying to perform a login."}
{"type":"log","@timestamp":"2021-10-18T11:57:38-04:00","tags":["debug","plugins","security","saml","saml2"],"pid":1396,"message":"Trying to log in with SAML response payload."}
{"type":"log","@timestamp":"2021-10-18T11:57:38-04:00","tags":["debug","plugins","security","saml","saml2"],"pid":1396,"message":"Login has been initiated by Identity Provider."}
{"type":"log","@timestamp":"2021-10-18T11:57:39-04:00","tags":["debug","plugins","security","saml","saml2"],"pid":1396,"message":"User will be redirected to the Kibana internal URL specified in \"RelayState\"."}
{"type":"log","@timestamp":"2021-10-18T11:57:39-04:00","tags":["debug","plugins","security","saml","saml2"],"pid":1396,"message":"Login has been performed with SAML response."}
{"type":"log","@timestamp":"2021-10-18T11:57:40-04:00","tags":["debug","plugins","security","saml","saml2"],"pid":1396,"message":"Trying to authenticate user request to /api/security/saml/%2Fapp%2Fdashboards%2Flist"}
{"type":"log","@timestamp":"2021-10-18T11:57:40-04:00","tags":["debug","plugins","security","saml","saml2"],"pid":1396,"message":"Trying to authenticate via state."}
{"type":"log","@timestamp":"2021-10-18T11:57:40-04:00","tags":["debug","plugins","security","saml","saml2"],"pid":1396,"message":"Request has been authenticated via state."}
{"type":"log","@timestamp":"2021-10-18T11:57:41-04:00","tags":["debug","http","server","response"],"pid":1396,"client":{"ip":"127.0.0.1"},"http":{"request":{"method":"GET","mime_type":null,"referrer":"http://localhost:8081/","headers":{"host":"localhost:5601","connection":"keep-alive","cache-control":"max-age=0","upgrade-insecure-requests":"1","user-agent":"Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/94.0.4606.81 Safari/537.36 Edg/94.0.992.50","accept":"text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9","sec-fetch-site":"same-site","sec-fetch-mode":"navigate","sec-fetch-dest":"document","sec-ch-ua":"\"Chromium\";v=\"94\", \"Microsoft Edge\";v=\"94\", \";Not A Brand\";v=\"99\"","sec-ch-ua-mobile":"?0","sec-ch-ua-platform":"\"Windows\"","referer":"http://localhost:8081/","accept-encoding":"gzip, deflate, br","accept-language":"pt-BR,pt;q=0.9,en;q=0.8,en-GB;q=0.7,en-US;q=0.6,pl;q=0.5"}},"response":{"body":{"bytes":60},"status_code":404,"headers":{"X-Content-Type-Options":"nosniff","Referrer-Policy":"no-referrer-when-downgrade","kbn-name":"LAPTOP-05UC8NBH","kbn-license-sig":"9b2bbdbd7bcfbe5df3634b91b4832e5b286431dd0f9a9fd79743de85e3f861a8","content-type":"application/json; charset=utf-8","cache-control":"private, no-cache, no-store, must-revalidate","content-length":60},"responseTime":108}},"url":{"path":"/api/security/saml/%2Fapp%2Fdashboards%2Flist","query":""},"user_agent":{"original":"Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/94.0.4606.81 Safari/537.36 Edg/94.0.992.50"},"message":"GET /api/security/saml/%2Fapp%2Fdashboards%2Flist 404 108ms - 60.0B"}