Here you have configured the CA policy correctly so far.
As per your scenario you have created a policy which is applied to only one user with named location and windows device. Also the device has to be complaint.
In the above policy you can add device filters and configure the device display name to it.
With this user can only access the Azure services only from one device with specific display name which is Azure AD joined and complaint.
Let me know if you have any further questions.
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