Greetings!
This error i believe is a result of an identity provider initiated request.
As far as I understand Hana does not support Identity provider initiated requests.
The SAML2.0 request must come from the Service Provider, in this case Hana.
Therefore you must initiate the SAML2.0 request through your SAML2.0 configured .xsjs package. By entering the URL path to your package that contains your .xsjs file.
For example: http://yourhanaip:8000/packages/to/xsjs.xsjs
This then should route you to the configured Identity Provider with a cookie which has as a target path the same value of the path the configured Service Provider is referencing or will be referencing.
Download/Install the SAML tracer for Firefox or something similar in the browser of your choosing.. It is very helpful in debugging what the SAML2.0 certificate is carrying..
Let me know if this is not the case and I will review my configurations.
Good luck!