Hi Marius,
I had this issue earlier when I setup Windows AD SSO (with Kerberos) for BO 4.1 SP7 in one of our Envs. It's a simple fix, you'll have to update the port number in Opendocument link (in CMC) from 6405 to 8080 as the SSO is setup to work with port 8080.
Assuming you've the SSO working with some kind of authentication, to do that fix, logon to CMC -> go to Applications -> Right click on Open Document -> Processing Settings -> update the port number in the link to 8080 (be default it will be 6405), and click Save & Close. Voila, you're done.
FYI: This is the discussion I created when I had this issue.
Setup Windows AD SSO (BO 4.1 SP7) to work for OpenDocument links
Please let us know if its fixed.
Thanks,
Mahboob Mohammed