Hi @stephen_higgs
The error message indicates that the user ID that is being sent from the Microsoft SSO does not match any login ID on the Canvas system that it is trying to redirect to.
To troubleshoot, first make note if the user ID that shows up in the error, and check to confirm that there is a user on your system with that login ID.
If there is a user with that login ID, you'll want to look more carefully at the page with the error message, and be sure that the user is actually going to your Canvas server, and not another of the (many) Canvas instances using Microsoft for authentication.