Microsoft Azure Single Sign On Issue

I am trying to configure Single Sign On(SSO) with a non-gallery Azure enterprise application for a particular vendor.

My company has multiple sites in 8 states...and this vendor has a main login page that redirects to a separate URL for each of the sites. We've tried adding each site as a reply URL in one application instance with no luck.

After trying a few things....I've figured out that I need multiple relay state values to make this work.

My question is....is there a way in Azure SAML Configuration to add multiple relay state values?

I've set this up for other vendor's applications and with no issues. This vendor seems like they don't know what they are doing in Azure SSO and don't have good documentation on how to make it work with their product. They say they have other clients that use Azure but still can't figure it out and it seems like they are just flinging shite at the wall to see what sticks.