Followed your directions and got SAML to work with Authentik. Really appreciate it because I was trying to piece together how to do it from the few examples Wazuh had in its documentation.
One thing I would suggest is selecting the "NameID Property Mapping" to either "authentik default SAML Mapping: Username" or "authentik default SAML Mapping: Name". If neither are selected, the username within Wazuh will be the hashed value of the username, just a long random string.