What I would recommend is that you use the Sign-in page that would allow you to build a Mendix page that facilitates the sign in process. The sign in page option can be found in the navigation settings:
Once you do that, I would make a Mendix page that uses the Authentication widgets to allow for signing in:
Once you do that, I would put Microflow buttons that facilitate your other log in options. Maybe you want a button that redirects to your SSO. You could do that with a microflow button on that page.