Fallback for OAuth/OpenID Connect

you should see this option

you should be able to set the authentication module secondary to whatever you want

I've tried that. I normaly works, but in case of OAuth as primary, it seems that it isn't

If the OAuth authentication hits an error then it won't fall back to the secondary authentication. Is this what you mean?

As en example. as soon as i log out im on the Login Screen of microsoftonline.com. The Identitymanager Login Page isn't available in this case.
If I change the configuration in a way that OAuth fails, I get errors from microsoftonline.com and not from the IM.

I am not sure what version you are using but I know that there is an issue if you set the logout uri for the identity provider in Designer, it doesn't work. See this kb that I wrote on this issue. I do know that this does work for the HTML 5 web portal. Once the user logs out you will be redirect back to the Identity Manager login page.

support.oneidentity.com/.../the-post-logout-redirect-uri-setting-does-not-work

Thanks for the hint witz the KB and the corresponding hotfix, I've got in the meantime.
Do I have to configure a specific logout page on Azure and/or in the IdentityManager to get it working?

If I logout now, I still end up on the microsoftonline.com page. But I haven't configured any logout page.

Thanks for the hint witz the KB and the corresponding hotfix, I've got in the meantime.
Do I have to configure a specific logout page on Azure and/or in the IdentityManager to get it working?

If I logout now, I still end up on the microsoftonline.com page. But I haven't configured any logout page.

Yes you need to configure the logout uri in Designer for that Identity Provider you have created. It is on the applications tab for the Identity Provider.