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The security domain still needs to be defined. You can either define security domain directly in jboss-web.xml or you can define default one in Undertow subsystem (/subsystem=undertow:write-attribute(name=default-security-domain, value=`@NAME_OF_YOUR_SECURITY_DOMAN@`). Note in case of elytron you need to have defined application-security-domain in undertow with the given name.
+1 to the comment from Radim - this blog post shows a web application migrated to Elytron security using the default security domain on the Undertow subsystem combined with an application-security-domain definition Darran's WildFly Blog: WildFly Elytron - Add Kerberos Authentication To Existing Web Application