OIDC to SAML

Thank you for the response, I now understand I need to set up the oAuth server in the visual policy editor, but to create the IdP config, do I still need to set up SAML on Azure and force the user through both SAML and oAuth through Azure?

Or do I just need the local SP and not any binding or connectors to that? And then use the visual policy editor to force through oAuth, what will then be sent to the application, will it understand it as normal SAML when I set up the XML file there?