In addition the the steps that you already tried, you may need to add https://login.microsoftonline.com to your list of trusted sites.
In Chrome, go to:
Settings – Advanced – Content Settings
Cookies – Allow – ADD – “login.microsoftonline.com”
Unsandboxed plugin access – Allow – ADD – “login.microsoftonline.com”
You may also need to add "https://autologon.microsoftazuread-sso.com/"
If you're still having this issue feel free to send me an email at AzCommunity@microsoft.com and I can open a support case for you and help troubleshoot.