Similar issue here but with a windows 10 client trying to connet to SMB shares on a remote Windows Server 2019. I am not sure how to proceed from this step:
\cloudflared.exe access tcp --hostname smb.site.com --url localhost:8445
This command can be wrapped as a desktop shortcut so that end users do not need to use the command line.
Open your SMB client and configure the client to point to tcp:localhost:8445. Do not input the hostname.
When the client launches, cloudflared will launch a browser window and prompt the user to authenticate with your SSO provider.
I don’t know of a way to enter the tcp:localhost:8445 address in Widows Explorer on the client machine. Strange, if I enter the hostname in Windows Explorer, it opens the browser and says access is granted.