We also ship a CreateSelfSignedCert console app project under the Examples folder for creating certificates.
If there were a problem signing the SAML logout request, InitiateSLO would through an exception.
The AuthnFailed sounds more like an error status being returned by the partner provider receiving the logout request.
Please check that the partner provider has been configured with the correct certificate to verify the signature on the logout request.
If there’s still a problem, please enable SAML trace and send the generated log file as an email attachment to support@componentspace.com mentioning your forum post.