To verify that sudo works with SSSD,
there's has to be a working LDAP server where the sudoers file
will be saved, local running SSSD and sudo configured to use
the SSSD plugin.

The sudoers file has to be stored in LDAP.
A [sudo] service has to be configured in /etc/sssd/sssd.conf
Sudo needs to be instructed to use SSSD, this is done in /etc/nsswitch.conf,
by adding a line "sudoers: files sss"

Related material:

/usr/share/doc/packages/sudo/README.LDAP provides a guide how to
make sudo work with LDAP.

man sudoers.ldap(5) describes the LDAP-based sudoers file

man sssd-ldap(5) describes the LDAP sudo options.