If you're using Active Directory for your users, you won't be able to use local auth as Tableau Server doesn't currently support mixed authentication. This thread may help answer some of your questions:
Thans for the answer!
But we are not using AD. We still Use Local authentication.
So what I am asking is that: Is there any possibility to implement a fall back?
Because if a user cannot be authenticated via SAML IDP it should be still possible to authenticate manually against Tableau Server.