Maybe this is a dumb question, but I can't find any anything about this in the documentation or elsewhere. According to the SAML spec, I know that the IdP is supposed to echo back the relay state received from the SP's authn request. Since that functionality is simple and standard, I would assume Shibboleth automatically performs this action, but I want to be certain. Does Shibboleth automatically echo relay state? Is there any configuration option at all that relates to relay state?
To be certain you can simply check the answer of your idp.
You can track the response and (depending on the type of binding) find the RelayState. For example, if the binding is a "POST-binding", the RelayState will be on the body of the response.
To track request and response by the browser you can use an extension for Chrome called "SAML DevTools extension". This instrument is good for you.