Hi Anil,
Where did you add sf.jsp, which server? file location?
After the change, did you recycle the Tomcat service?
If error 404 is encountered, then it should be from front end web server, either apache or tomcat log.
Did you check those apache access files?
Was this federation manager (with SPS built-in) or simply stand alone federation?
If you go to policy server side XPSExplorer, do you see any attribute reference in your partnership properties that is still pointed to redirect.jsp?
Also, if you decode url, your SMPORTALURL=https://sSPSHOST/affwebservices/public/saml2sso
It has an extra "s". Hope this is it.
If more effort is involved, maybe open a new ticket and work it through with someone.
Thanks
Hongxu