SOLVED
It is in the "R81.20 Quantum Security Management Administration Guide", as explained by CP TAC, although a bit hidden: search for "SAML_IP_OR_NAME".
- Edit $CPDIR/tmp/.CPprofile.sh
- Add this line to the file:
SAML_IP_OR_NAME=example.com; export SAML_IP_OR_NAME
- Restart the management server (cpstop;cpstart will do)
NOTE:
When creating an Identity Provider object for SmartConsole ("Managing Administrator Access"), the Return URL still shows the IP address. However, when SmartConsole performs the SAML request, it uses the FQDN in the Return URL silently. So, you MUST manually change the IP address for the FQDN when configuring the Return URL on the IdP (EntraID or similar).