Can't find Application Identifier when using Azure AD as federated IdP in AWS Cognito

Hi

I am trying to connect Azure AD as a federated identity provider to an AWS Cognito User pool.

I have followed this AWS guide:
http://docs.aws.amazon.com/cognito/latest/developerguide/cognito-user-pools-saml-idp.html

When we have gone through the Azure AD login page, we end up with a response saying:
Application with identifier ‘urn:amazon:cognito:sp:eu-west-1_zfYOQp1Hl’ was not found in the directory <uuid>.

It's a similar problem to the linked question:
https://social.msdn.microsoft.com/Forums/SqlServer/en-US/f494fb5b-cbdd-42c8-9d0f-d44e3c9ed44e/aadsts70001-application-with-identifier-was-not-found?forum=WindowsAzureAD

The directory id is a match, so that is not the issue.

So what I think I need to do is to add ‘urn:amazon:cognito:sp:eu-west-1_zfYOQp1Hl’ in some way as an allowed application identifier in Azure AD?

As far as I know, I can't set this identifer in AWS Cognito.

BR
Andreas Buevik