Hey Jannes,
We are currently using the following in our Deeplink.LoginLocation in combination with the SAML module to have the deeplink trigger after the SSO has authenticated the user:
../SSO/login?f=true&cont=
Where /SSO/ is our single signon request handler which handles the authentication of the user.
In the documentation on Mendix SSO with OpenID I read that the request handler is /openid/login/
so try replacing the SSO part with that