IDP Initiated SAML SSO - cookie not found error (Keycloak as broker)

I found this guide to be the best/only one out there for configuring IdP-initiated SSO between Keycloak and Okta.:

https://www.lisenet.com/2020/keycloak-with-okta-idp-initiated-sso-login/

We did a derivative article, which was largely informed by the above: