Question:
Can an OATH One Time Passcode (OTP) setup from one tenant be used with a federated tenant?

Answer: 
Unfortunatly this is not possible. The OATH OTP must be setup seperatly on the federated tenant.

OATH tokens are attached to the host name when created, its part of the protocol (and embedded in the 'data' used to generate OTPs). So if the OATH token was created for .my.centrify.com for example, it can not work on .my.centrify.net.

For interactive login (not agents, ssh/rdp) for a federated user, redirection to the IDP occurs, and OATH token is usable (as authentication is occuring on the IDP at its host name). For cases like SSH/RDP/agents, there is not redirection, so the OATH token registered to the IDP cannot be used.

For this reason the OATH OTP must be setup seperatly on the federated tenant.