@Ana Gonzalez @Sergio Alves Any ideas on this?
Short anwser is yes.
I never try it with OKTA but as it supports SAML you could use it with pentaho.
The way would be:
https://help.pentaho.com/Documentation/8.1/Setup/Administration/User_Security/Implement_Advanced_Security/Set_Up_SAML_for_the_Pentaho_Server
https://support.pentaho.com/hc/article_attachments/360018681891/PentahoServerSAMLAuthwHybridAuth.pdf
This works fine on 8.1 and 8.2 tested on keycloack