Hi, I am Dave, I will help you with this.
Those notifications may be a phishing scam or they may be legitimate, if they are on the 2FA app, they probably are genuine, but if you have enabled 2 Step Verification enabled, your account should be safe from any hacking attempts
Log into your Microsoft account on this link and check the account activity, do you see any strange logins you do not recognize and were they successful or blocked?