Sounds like you’re making great progress. Forgetting to add the Action to the flow…I’ve been there more than once 
I’m assuming you have a console.log at the top of the Action so you can see that it executes. I’m also assuming you’ve added your Action to the login flow as are a few flows available. If so then we should be seeing that console.log appear in the logs extension when you login via Universal Login. This is how we can prove that your Action does execute. Just ensure you hit the Apply button when you added your Action to the login flow as that has got me a couple of times too.
Once we know for sure that the Action does execute whenever you login to your application via Universal Login then your claim should come across into state.User.Claims.
Warm regards.