Hi @Manu Demoen ,
In your screenshot I notice that your startup directory is set to "last visited." After signing in with the direct URL, you can select "change" and save a directory in the "Select a directory" section, or select the star to favorite one of the directories on that list. That should at least resolve the issue of defaulting to the wrong tenant.
Sometimes this can happen if you have both a personal account and a work/school account connected to the same email. I also would recommend going to the My Account portal and making sure you have signed in with the right account there. https://myaccount.microsoft.com/
There is one other scenario where I have seen this happen. If your user account at any point was deleted and re-created after the invitation to join the other tenant was sent and redeemed, the link between the tenant and the user object could be broken, and your current user object (used to access the portal through the direct link) could be different from the initial one that was invited. In this case the solution would be to remove and reinvite your user account.
Let me know if this helps at all.