Not sure if anyone ever found the fix, but here was my fix: I did not specify the port when connecting to our cloud instance. It needs to be https://[yourstack].splunkcloud.com:8089 or wherever your hosted instance is over https + port. Default is 8089. When I tried connecting with my account via SAML, it wouldn't fully connect. Turns out Splunk treats ODBC differently with the accounts used and cannot be accessed with an account linked to SAML. You need a service account. I created a service account (local account to our cloud stack) and was able to connect successfully.
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