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Hi Claus( @365 admin ),
Welcome to Microsoft Q&A.
When you switch directories in the Azure portal, Azure uses the Microsoft Entra tenant that you select. Microsoft documents that the Directories + subscriptions section lets you see the directories you can access and switch to a different directory by selecting Switch.
If the MFA prompt appears but you do not receive a Microsoft Authenticator notification or code, I would first check whether the problem is specific to this target directory.
If you are accessing this directory as a guest user, please confirm that the guest invitation has been accepted. Microsoft documents that a guest invitation remains in a pending state until the guest accepts the invitation and completes the required consent flow.
I would also recommend checking whether you can sign in to the same directory by using a tenant-specific link, for example the Microsoft Entra admin center link with the tenant ID. Microsoft documents tenant-specific links for guest access, such as:
https://entra.microsoft.com/<tenant id>
If the Authenticator method still does not work, try using another verification method if one is available on the sign-in page. After signing in, you can review or update your security information.
If you cannot complete MFA at all, ask an administrator in that directory to reset your MFA registration. Microsoft documents that an Authentication Administrator can require a user to re-register for MFA or revoke the user’s sessions.
If there is no other administrator available and you are locked out, I would recommend opening a Microsoft support request for account access assistance.
I hope this helps.