SAML Mellon tests have been broken on Focal. The handling of the region
selection behaves differently from bionic. Or it may be that bionic
accidentally was working by seeing a string as int 0.
Horizon has a "default" region which returns the keystone URL.
After a change to the way application name is set and because
keystone-saml-mellon uses BaseKeystoneTest which sets the application
name to "keystone" which breaks KSM actions.
This change explicitly sets application name to keystone-saml-mellon.