The error indicates that the ADFS does not recognizes the entityID in the SAML Authentication request.
So for some reason the ADFS is not configured correctly.
The entity ID is configured under the SP Configuration tab of the SAML module.
So if you changed this recently, it could be that you have the update the SP Metadata in the ADFS to make it match.
Another possibility as suggested in the error message, is that the SP metadata is loaded in the wrong azure directory/tenant or you got the IDP metadata of another tenant. So it is best to verify the directory UUID in the error message with the ADFS administrator.
This error has been resolved after correct the Azure AD configuration. mendix production url was not added into menifist at Azure AD configuration. Once added then SSO started working.