I have exactly the same issue. Microsoft support proving to be utterly useless (as usual).
When the blocked number rings my Teams client on both my phone and my desktop applications, it even has an icon on it stating that the number has been blocked.
It's clearly a bug but Microsoft are too incompetent to do anything about it.
You can block numbers from the whole tenant (rather than an individual user) using a Powershell script and a regex - but make sure to test that your regex works.
https://learn.microsoft.com/en-us/microsoftteams/block-inbound-calls