When you set up the Authentication Method it is either LDAP OR SAML in the UI, not both. Perhaps there is a way in the conf files.
My experience is in SAML configuration. Local Auth can be enabled at the same time. To use local you must enter a different URL so as to not engage the SAML redirect.
something like this... https://xxxxxx.splunkcloud.com/en-US/account/login?loginType=splunk