Configure a enterprise application on Azure AD, configure it and export XML

Insert:

 Identifier  -> https://<public-FQDN-UAG>/portal

Reply URL -> https://<public-FQDN-UAG>/portal/samlsso

Sign on URL -> https://<public-FQDN-UAG>/portal/samlsso

Download the  XML

Assign Users or Groups permission to Enterprise application

Import XML on UAG and configure it

Import Identity Provider Metadata, select the file XML downloaded from the Enterprise Application data

Select the identity provider

 Select More Option

And select SAML e the correct Identity provider (with SAML+PASSTROUGHT the identity token  will not passed to horizon Server and it will required a new autentication)