It's always good to check links with problems similar to ours, because sometimes we find a general solution that helps to solve the problem permanently, so, check the two topics below:
I also find it interesting to refer to the article on "Integrate your VPN infrastructure with Azure AD MFA using the Network Policy Server extension for Azure", see the article below:
https://learn.microsoft.com/en-us/azure/active-directory/authentication/howto-mfa-nps-extension-vpn
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