I have a similar issue. Microsoft Authenticator and the Phone Link application on my PC cannot communicate with my phone when I am connected to my WiFi network. The only way to use these apps is to turn off WiFi and use my provider's 4G/5G connection.
My phone has both IPv4 and IPv6 addresses so it does not appear to be an issue with IPv6 specifically, however, this problem first occurred after I got a new WiFi6 router.
Is Microsoft aware of these issues with their apps?