Hi Kevin,
To run Convert-MsolDomainToFederated, I need to have a Active Directory Federation Service 2.0 on my local machine. However, in my case I use Shibboleth to do the SSO to Office 365. Also, I used to run this Set-MsolDomainAuthentication cmdlet with no problem. Do I have a way to check why my current domain doesn't work with this command?