Hello @Jonas_Bauer!
Great question, I know you are able to set up OneLogin or Okta but I am not sure about multiple SSO options for a single app.
One idea that jumped to mind would be to use Retool Spaces to split your Retool org into multiple isolated ones.
Each can have their own SSO option, you would just need to handle permissioning and directing your external users to their corresponding Space for their auth provider.
Waiting to hear back from our internal team on if there is more information of successful use cases of multi-SSO orgs/apps!