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Hi @Qiu - We only support the AD that is present where the server is installed. then your local AD needs to trust both ways your AD Azure. It needs to be the same forest. Chances are your issue because of the different forest.
I am very sorry for taking so long to reply. Our IT stuff modified the VM settings so that the VM can connect to windows.net and microsoftonline.com, but the verity IDP still gives the same error. When I switched to Built-in, Alteryx service starts normally and the gallery is connectable. I wonder what might be the cause of the SAML error. Finally we selected Integrated Windows authentication with Kerberos, and the service started normally.