Both SAML 2.0 and LDAP work/integrate with Foglight, which covers Azure AD. This can be configured by navigating to the following dashboards:
Administration | Users & Security Management | Directory Services Settings
For documentation about the LDAP settings refer to the Configure Directory Services section in the latest version of the Foglight - Administration and Configuration Guide.
Refer to your Azure Active Directory settings for the configuration that is required by Foglight.