In order to configure SAML 2.0 one needs "Authentication and Keys" tab in new UX Administration. While enabling new UX from Clarity administration > system options the check box does not not stick, and also none of the values is persisting on save.
Clarity release 15.9.1
There was an issue with the SSL entry URL with a leading / at the end of the URL.
Removed the / and redeployed clarity services and later system option updates started to take effect and new UX enabled.