We configured Splunk Enterprise 6.4.2 for SAML authentication following the latest documentation, and while the basic authentication & authorization succeeds, the SSO process then drops the user into a Splunk URI that is a 404 error:
404 Not Found
Return to Splunk home page
Page not found!
View more information about your request (request ID = [snip]) in Search
This page was linked to from https://[SSO.provider]/app/splunk/[token]/sso/saml.
You are using [splunk]:8000, which is connected to splunkd @[snip] at https://127.0.0.1:8089 on Mon Aug 8 16:17:18 2016.
This is resolved. Our Okta admin used the Splunk connector app found in Okta (the one with the big, obvious SPLUNK > logo on it.) That turns out to be a "community supported" app, and does not work with Splunk Enterprise 6.4.3. We created a generic SAML connector in Okta and it worked on the first try, returning the user to the proper Launcher dashboard.
FYI: There is a now 'howto' blog posting for configuring Splunk Cloud and Okta SAML integration. Part of that is doing just what you did - start from scratch instead of starting from the community app. 🙂