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I've installed a CA (not self-signed) cert on ASA running 9.9(2) using SAML for authentication. The negotiation between the Anyconnect client (PC and Mac) work ok till the point where there's an Anyconnect error "Failed to generate SAML AuthnRequest...
We do have this working in the lab with multiple tunnel groups - the certificate business was tricky but instructions are at https://docs.google.com/document/d/10lfDCcEawWu5_T66V70r9IUr1s2suSQLkqDaX1y3b8w/edit?usp=sharing