Hello, @Anonymous !
How does setting up multifactor authentication (MFA) and configuring sign-in frequency affect my login?
Wrapping up everything we've covered in the comments, setting up multifactor authentication (MFA) and configuring sign-in frequency will result in a prompt for login (email + authenticator). You will be challenged if you log in after the specified amount of time has passed but if your use extends past the period of time set for your sign-in frequency, you should be able to keep working as you are already logged on in a Windows Client/Server session.
There is a possibility that your connection could be interrupted if the gateway actively checks whether your Azure AD token has expired (which would cause it to be dropped) but we're not aware of a process in place that does that.
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