and it works, but when I use entity ID : https://example.com/owa f5 will show me "this page is not reachable" or "You have oppened this session in another browser", second error is not relevant, because it is not oppened in another browser.
Problem is, that I cannot use https://example.com without "/owa" because it is used in application of Azure.
So, to go through this slowly are you successfully retrieving the saml authn response from the IdP? I would suggest that you do it in small parts - check the saml auth part first and move on from there. If you get stuck, use Fiddler and/or SAML Tracer to see what is happening