I did resolve this issue, here is a line in a debug log from a connection server that lead me in the right direction:
com.vmware.vdi.broker.filters.FatalAuthException: SAMLAuth: Error instantiating PAEContext for myuser@MYDOMAIN1.com: com.vmware.vdi.adamwrapper.ad.NoTrustAuthException: Failed to find user for SAML/Certificate authentication
Basically what my issue was was that during our migration to Microsoft 365 we had to add a UPN suffix to all mail enabled users and change them over to the new UPN suffix. This was because our internal domain and external domain didn't match. The external domain matched our email addresses.
I setup Okta SAML app originally to use the OKTA username (as the documentation suggested) which would send the username in the format indicated in the log above. I changed the OKTA SAML App to send the EMAIL ADDRESS instead, which would send it in the format of myuser@MYDOMAIN2.com which matched what my UPN actually was set to.
After doing this my TrueSSO worked and I was able to get into my desktop.
Biggest thing I can recommend to anyone troubleshooting a similar issue is to put all your Horizon servers into a higher logging level, then open each log in Notepad++ and try the login again. After it fails, examine the logs for any new lines.
