Did you find a solution to this query related to multiple domains and Okta. It sounds like the issue is related specifically to the need to support multiple domains via Okta authentication and that you can get this to work with one but not both or more? Is that right?
There is the trust article about domains here - Domain Trust Requirements - Tableau but I am not sure this will help. Please let us know the current status and hopefully you have found a working solution since this post is several weeks old.