SAML RelayState deep link not working

We are working through the API docs implementing a custom SAML solution using SP initiated auth flow

We got our external SP successfully checking with OKTA, and getting a SAML assertion + session cookie on users browser.

The problem we are having is the RelayState parameter points to a deeper link in the SP, and we are always directed to the SP home page instead after OKTA validates the user session for SP

This is an example of the URL we are invoking with some text replaced with generic placeholders:

We are following this guide in the API Docs:

Any ideas regarding this issue? I think we are setup for SAML 2.0 but currently trying to verify.

Checking the application setup I see we have Default RelayState left blank, but thought it would still honor various deep links that are sent as in our example above. The help button on this indicates only relevant for IDP initiated flow, which we are not using. Also, we need a wide array of deep links to be available so that is the reason this was left blank initially.