@Andy David - MVP The application doesn't appear in the App Registrations. The tenant hosting the application isn't in the same tenant as the account I'm using to access the application so, it does not appear here.
@Vasil Michev Since I get a message asking for the admin approval I believe that the workflow is indeed triggered. According to https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/configure-admin-consent-workflow , configuring reviewers admin grant the possibily to review or deny requests but not approve them (quote: "only global administrators can approve admin consent requests"). The next step should be https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/grant-admin-consent which is something I already did but I still get the message telling me it need an admin approval.