Hello Ian-7293
Welcome to Microsoft Q&A Platform, thanks for posting your query here.
If Okta is federated with Azure AD, it will just forward the authentication to Okta.
To authenticate Microsoft 365 accounts via Okta, you can use Azure AD as an identity provider in Okta. You can configure Azure AD as an identity provider in Okta and then configure Azure AD as an authentication method in Azure Virtual Desktop. When users enter their login credentials to login to their virtual machines, they will be redirected to Okta for authentication.
Regarding your second question, Okta Device Trust can be used to restrict access to certain applications via Okta based on whether the device is trusted or not. To use Okta Device Trust with Azure Virtual Desktop, you can deploy a certificate to the device and then configure Azure Virtual Desktop to use that certificate for authentication. When users authenticate via Okta to access their virtual machines, Azure Virtual Desktop will check whether the device is trusted or not based on the certificate. This should not cause any issues as long as the certificate is properly deployed and configured.
I'm curious if this would cause any issues?
It would be better to confirm this with Okta. https://www.okta.com/services/self-service/community/
Hope that helps.
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