Microsoft 365 features that help users manage their subscriptions, account settings, and billing information.
Hi Carlos,
From my experience, it could be the SMTP authentication of your Office 365 account hasn't been enabled. The third-party application uses SMTP submission to authenticate Office 365 account. To enable the SMTP auth, you can refer to the following instruction.
Enable or disable authenticated client SMTP submission (SMTP AUTH) in Exchange Online
As a side note, to run the PowerShell commands, it requires an Office 365 admin account to Connect to Exchange Online PowerShell. So if you're not an admin, please contact the Office 365 admin in your organization to help you confirm it.
Regards,
Marvin