I cannot change the Authentication Service under My Domain Authentication Configuration after I did a refresh of my sandbox. After I did the sandbox refresh I configured the SSO settings and uploaded the IDP certificate provided from my IDP. I enabled SAML and try to get the authenticaton service to point to my SSO under the My DOmain - Authentication Configuration.
I am using SSO and am trying to have it so that if they go to my SFDC domain.

Expected Behavior:
When I go to https://my-domain.my.salesforce.com to be redirected to www.domain.com/sso to use my SSO credentials.

Actual Behavior:
When I go to https://my-domain.my.salesforce.com it stays on that page and I cannot use my SSO credentions. When I attempt to change the Authentication Service under Domain Management -> My Domain -> Authentication Configuration it always reverts back to Login Page

If I try to disable the SAML in the SInge Sign On Settings page is gives me the error message: Error: Your organization or community is currently using SAML as an authentication method, so you can’t disable it.
So my problem is that I can not disable SAML or I can active the use of SSO authenication. 

I am confident the SSO settings are correct as they are the same as before the Sandbox refreshed where it worked just fine.
The Authentication Service under Domain Management -> My Domain -> Authentication Configuration always reverts back to Login Page seems to be the key issue her.

Please help