Trying to setup Authenticator on a new phone, but its stuck in a loop

I am helping a user who just got a new phone. The old phone had authenticator setup, the old phone is no longer available. When he logs into Authenticator, he gets prompted with "APPROVE sign in request" And shows a number. But the app is not generating numbers, it does not generate any notifications. If I click "I can't use my MS Authenticator app right now" It goes to the Verify You Identity page, but neither of those options are responsive. If we go into his account via Outlook.com to try to access the Security tab, it again goes to "Approve Sign in request" And the app is not responsive. So we are stuck in this loop where any attempt to fix the problem requires the app the approve what we are doing.