why does my signin process ends up picking a Directory I have not selected

Question

I am doing the AZ-104 certification.

When I create a sandbox, in this page https://learn.microsoft.com/en-us/training/modules/describe-core-architectural-components-of-azure/4-exercise-explore-learn-sandbox I am asked to sign in.

I do so using my principal account, I get notification on the Authenticator, I authorise. The signin is denied because "Your account has been locked. Contact your support person to unlock it, then try again." The problem is that such message comes from the Directory of an old organisation I have stopped working with long time ago. And Such directory is used even though I have selected another directory, and even set the default to such other directory.
I've tried to remove such old directory from those I my principal account is associated to, but that is not possible.

How can I be sure that the Directory used for the sign in is the once I choose ?

Thanks in advance for your help!