Hi @Phil T
Try this I got it to work after a few hours of trying different things,
You need to create a user who's Identity matches your Azure AD domain, let me explain.
your Azure AD name something like @Company portal .com
So what I was doing was using a user that was created for me and its identity was "Microsoft Account"
in my case my UPN was: lorne.xxxx_xxx.com#EXT#@xxxxxxxxcloud.onmicrosoft.com
I also tried using another user account which also failed, it had an Identity of "ExternalAzure-AD"
So Create a new user in your Azure AD. e.g avdadmin@Company portal .com
then make sure you assign it the Global Administrator, assign it a password and save the account, re-select the account and make sure it is marked as active.
***You must then login using the credentials you entered, and then a new password will be required.
So after I did all this deleted the failed resource group and then followed the directions for a Getting started using a New AZ AD everything is working so far
Hope that helps