Hi Jimmy,
what's weird is that I didn't have to make any adjustments through Office 3065 admin. So I put the settings back via there. That is exactly what you should not do in order to enable Multifactor authtentication I found out.
All I did was added to MFA group in Azure and then went through the MFA procedure and it worked. Guess it's the synchronisation. Conditional Access just stayed the same as we had gone through. I do have any location use instead of trusted locations. I think that if you use trusted locations, it is because you have linked your organisation's location to it as a trusted location, but fine, let's just continue with this.
Right now when I want to log in to office.com at home, it asks for MFA and with another user too. At the organisation site we do not need MFA.
If I run into any problems again I will report back on this forum. There is a big MFA project going on so I would like to leave this forum open, if that is ok with you?