[SAML][SP] IDP should not be read from IDP cookie, but from SAML request or response
For now we trust IDP cookie in AuthSAML to know which is the IDP associated with the current SAML request or response.
This is not the good behavior because we can have an old IDP cookie with IPD1 value, and then have an IDP initiated SSO request from IDP2. Our code will believe that we are still dealing with IDP1...