Hi,
I recently turned on SAML for my application, then going into Security>General settings, I turned on Allow Designer SSO, but it’s still not redirecting to SSO for authentication.
Related to: Assign SAML response roles to Security User Roles
Sounds like you want to change the strategy to Identity Provider.
I did that just recently, but the redirect link for designer seems to be wrong?
Any guidance on how that is configured?
It is right there in the screen shot that Designer SSO is not available when Auth strategy is IdP. 
Single Sign-On (SSO) Service URL property?