Hi Christophe,
SAML authentication while Kibana is running in an Iframe is possible, but there are some caveats and considerations that I described in some level of detail in this post a few weeks back.
The thread above also has additional information on how one would go about doing this. We will be able to help out with specific problems you might encounter down the line. Feel free to also go through our cloud specific documentation as well as the Elasticsearch SAML Guide.