Here's an update from Feb 2 - I am no longer able to play on my other device. After playing games successfully on it for the past 2 days, this morning the game took several seconds to load and when it finished, I was greeted with this screen which means all progress has been lost:
At least MS is aware of the issue now: https://microsoftcasualgames.zendesk.com/hc/en-us/articles/23365549134100-KNOWN-ISSUE-Sign-In-Issues-in-Microsoft-Sudoku