You can ring them: https://support.microsoft.com/en-us/topic/global-customer-service-phone-numbers-c0389ade-5640-e588-8b0e-28de8afeb3f2
You can also try contacting Azure Support on Twitter: https://twitter.com/AzureSupport
At a guess, your account may have been reported as Fraud - https://learn.microsoft.com/en-us/azure/active-directory/authentication/howto-mfa-mfasettings#fraud-alert
If this is an organisation/company account - then contact the companies support desk first, or try resetting your password: https://account.live.com/resetpassword.aspx