1) "i want to force the user to insert the code of the first MFA that he have configured."
The code is always randomly generated and will never be the same. This is not possible.
2) "Today when the user try to configure a second device for MFA, it allow him to configure without any confirmation"
What confirmation are you looking for? Are you talking about the modern authentication window?
Please provide us whether you are using per-user MFA or a Conditional Access Policy.
Please provide us how you have configured your MFA.
If this is helpful please accept answer.