abellam,
I know you have a Support Case open as well, but to provide some general information, there is more information about setting RelayState in the Excel Add-in guide under the SSO section.
CA Agile Central Add-in for Excel Installation & User Guide | CA Agile Central Help
In short:
In order to connect to CA Agile Central using SSO, you must provide an SSO URL that will set the SAML RelayState to the following URL value:
The normal SSO URL in CA Agile Central's (our) internal environment looks like this:
A complete Excel SSO URL in the CA Agile Central's internal environment looks like this:
In CA Agile Central's internal environment we use a URL parameter named TargetResource to set the RelayState. In other environments that we have tested, the SAML RelayState is set using RelayState or Target. Your environment may use one of these parameter names or something completely different.
Contact your internal CA Agile Central administrator or CA Agile Central Success if you are having trouble constructing a URL that correctly sets the SAML RelayState.
The Support Engineer has responded on your case as well, if you would look for that in your email, he can help you further.
Michael