Hello,
When you joined to Azure AD account, did you joined it from an existing local account or directly joined AAD account while installing Windows?
If you joined it using your local account, then after disconnecting from Azure AD, you can use that local account to sign in.
While if you joined AAD directly with no other local account present, you must create a new local account before disconnecting your system from Azure AD. You can then continue using that local account after disconnecting from AAD.
Hope this helps!