Hi Ferdinand Tomale •,
Welcome to Microsoft Q&A forum.
As I understand, you cannot connect to azure sql db using Microsoft Entra MFA in SSMS.
In December 2021, releases of SSMS prior to 18.6 will no longer authenticate through Microsoft Entra ID with MFA.
To continue utilizing Microsoft Entra authentication with MFA, you need SSMS 18.6 or later.
Since you are using latest version already, please check if for older versions cache is cleared here: %AppData%\Microsoft\SQL Server Management Studio
Restart SSMS and try connecting again.
Important:
A server listens on port 1433. To connect to a server from behind a corporate firewall, the firewall must have this port open.
Similar Stackoverflow post which could be helpful: https://stackoverflow.com/questions/62420406/connect-to-azure-sql-database-using-ssms-via-aad-mfa-when-account-is-guest-of-an
Let us know your findings and result.
Thanks.