I don't speak French, so apologies for using google translate to help you!
You have two options here: change the idp mapping on the SaaS side to use the same format as you use on windows. Or change the mapping on the windows side to match SaaS. which is easier or harder depends on your environment. If you are using windows authentication on the windows side, you most likely would need to switch to SAML via your identity provider in your local environment. You did not mention what IDP you are using in SaaS, so I can't really say if it's possible to do this.
