Thanks Dimitar for your help.
I have followed the guide, and have recreated the IDP and SP config and I am still getting the user prompt of my SP, when I goto my IDP initiated URL. Can you please verify my URL is correct? - http:IDPHOST:PORT/saml2/idp/sso?saml2sp=SERVICEPROVIDER&RelayState=RELAYSTATE
I am getting the error - SAML20 CX_SAML20_CORE: No entity in with ID SERVICEPROVIDER in client 001 found.
Any help is appreciated. Many thanks