Hi @ Dino,
Just want to confirm that you have Global Admin or Exchange Admin roles assigned to applications that need to connect to Exchange online PowerShell?
In addition, according to the official documentation, I recommended that you use the certificate thumbprint replacement accesstoken to connect to Exchange online powershell to see if it is successful.
Please refer to this link for specific steps:
App-only authentication in Exchange Online PowerShell and Security & Compliance PowerShell | Microsoft Learn
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