An Azure platform as a service offer that is used to deploy web and cloud applications.
Check which account in Authenticator you're reading the code from. The app lists each registered account separately, each with its own rotating code, and they aren't interchangeable.
account.microsoft.com signs you in with your personal Microsoft account. The Azure portal may be using a different identity entirely, and if so it needs the code from that entry rather than the personal one. That would explain both things at once: the code being rejected, and the push never arriving, because the notification goes to whichever registration the Azure account actually has.
To Verify - Open Authenticator and see what's listed. If the Azure account is there, use its code rather than the personal one.
If your personal account is the only entry, the Azure account's MFA is registered somewhere you no longer have. That's a different problem: a work or school account needs an admin to clear your authentication methods, a personal one needs Microsoft's account recovery.
Which sign-in address does the portal ask you for? That tells you which you're on.
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