Did Sai Baba ever give instructions for a Samadhi to be built for him prior to his final passing?

Yes, on one occasion 32 years before his final passing, Sai Baba gave instructions for a Samadhi. As detailed in Chapter 44, during a three-day trance in 1886, Baba entered a death-like state. Before doing so, he pointed to a spot in the hall and told his devotees, specifically addressing Mhalasapati, to dig a Samadhi there and place his body in it. He also instructed them to place two flags as signs. However, the text notes that despite this clear command from Sai's mouth, no one had the courage to actually dig the grave, and Baba returned to consciousness after three days.