Hi kaabilerneshus,
I would like to explain in Office 365, smartlink for Office 365 Portal is supported, and others are not supported by the official. I can access http://maso.dk/2011/05/24/office-365-smart-links/ and find the information you provided. Then this is a 3rd website, and we may not guarantee if it will work. Given the situation, I recommend you refer to our official document Using smart links or IdP initiated authentication with Office 365 to deploy the smartlink. If the issue persists after performing the steps provided by our official document, please feel free to let me know.
Thanks,
Johnny Zhang