Thanks for reaching out to Microsoft Q&A
Whether you are using SAML or OAUTH as authentication protocol, in both cases there are some redirections between the application and Entra ID, so you'd need to check for more information / logs on both sides.
On Entra ID, check the sign in logs of the user that you are experiencing the issue. You can follow this document to find where the logs are: https://learn.microsoft.com/en-us/entra/identity/monitoring-health/concept-sign-ins#interactive-user-sign-ins
If it's a web application, you can collect a HAR file via browser while reproducing the issue so we can see all the redirects occurring between the browser, Entra ID and the App. This doc has the steps to collect such log and you can attach it in this thread: https://learn.microsoft.com/en-us/azure/azure-web-pubsub/howto-troubleshoot-network-trace#collect-a-network-trace-in-the-browser-browser-based-apps-only
One more thing is to check the application side to see if there is any log that might contain any information to help you on identifying this issue.
Let us know if you have any questions.
Thanks,
Fabio