Not redirect to my Custom login page for this application

This is what I try to achieve:

  1. Support application level MFA
  2. Use my own custom page to allow the user to enroll or verify the MFA.

What I have set up:

  1. I have activated one Factor, which is Google Authenticator
  2. In the application that I need MFA support, I have add a Sign On rule for Prompt for factor Every sign on.
  3. In this application’s General App Embed Link section, I have changed the APPLICATION LOGIN PAGE to check “Use a custom login page for this application” and give a URL to redirect to.

Issue:

  1. When I access the EMBED LINK for this application, it always brings up the default organization MFA enroll page or verify page. It does not redirect to the my custom page. What do I miss?
  2. With the setup I have, will application-level MFA work for SP initiated SSO?