Muneer-Jahangeer
For Users, they might be tied specifically to the Azure login. Go to your database and check the _user_account table. The backend values should be NULL if you want them to use any authentication backend. If it's set to something specific they will be locked in to using only that authentication method.
As far as Agents go, you have to create them first. Agents need Department access, role permissions, etc. configured first so SSO doesn't auto-register them. Also, when creating the Agent you have the option to send them a welcome email with a link to activate their account and set their password -or- to uncheck that option and manually set a password and you relay that to the agent. However, if you use the welcome email option they must click the link within 30 minutes otherwise it will expire and you will either need to resend the email or manually set a password for them.
If the Agent does exist then you need to make sure that they are also not locked in to a specific authentication backend. Go to Admin Panel > Agents > Agents, click an Agent, and check their Authentication Backend setting.
Cheers.
