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Conditional Access could be one of the potential solutions for this issue. You could block access for certain countries/locations.
https://learn.microsoft.com/en-us/entra/identity/conditional-access/policy-block-by-location
To configure it, please sign in to the Microsoft Entra admin center as at least a conditional access administrator.
- Browse to Protection > Conditional Access > Named locations.
- Choose the type of location to create.
- Countries location or IP ranges location.
- Give your location a name.
- Countries location or IP ranges location.
- Provide the IP ranges or select the Countries/Regions for the location you're specifying.
- If you select IP ranges, you can optionally Mark as trusted location.
- If you choose Countries/Regions, you can optionally choose to include unknown areas.
- Select Create
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