Distributed Cache Session using Redis

That should be all you need to do.
Are you calling AddDistributedRedisCache after calling AddSaml?
The AddSaml call itself calls AddDistributedMemoryCache so you need to call AddDistributedRedisCache after the call to AddSaml.
As an experiment, have you tried storing and retrieving some information via the IDistributedCache in your application to see if Redis is setup correctly?
If there’s still an issue, please enable SAML trace and send the generated log file as an email attachment to support@componentspace.com mentioning your forum post.
https://www.componentspace.com/Forums/7936/Enabling-SAML-Trace