@Nikita Krivets , As of now you can only retrieve signins for users that get recorded, since they are interactive logons. Currently there are no ways to audit logins by Service Principals.
You would be able to find a similar request being shared by a customer on the Azure Feedback forum.
You can upvote that request so that the question gets more visibility. Also you would find on that page that the Product group has mentioned that they have started working on it, but as of now there is no ETA on its public preview.
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