Hi Sebastain , Welcome to MS Q&A , please try below steps for your issue
- Contact Azure Support via Phone: Microsoft offers phone support for Azure customers. You can find the phone number for your region on the Azure support page. Even if you can't access the Azure portal, you should still be able to contact support via phone and explain your situation. They should be able to assist you in unlocking your account.https://support.microsoft.com/en-us/topic/global-customer-service-phone-numbers-c0389ade-5640-e588-8b0e-28de8afeb3f2
- Use a Different Account to Access Support: If you have access to another Azure account or a different Microsoft account, you can try logging in with that account and accessing Azure support. Once you're in contact with support, you can explain the situation with your locked account and they may be able to assist you in unlocking it. https://learn.microsoft.com/en-us/microsoft-365/admin/get-help-support?view=o365-worldwide#phone-support
- Microsoft Support Website to recover account: Please fill details here to recover your account.https://account.live.com/acsr
kindly check and let us know , if it works , please accept , Thanks!