You may already be aware of this security feature called Azure AD Conditional Access helping you protecting and securing access to your resources published through Azure AD.
A new capability to this feature has been added (in preview) to provide a better reporting and troubleshooting capabilities: Azure AD Conditional Access Sign-Ins Report
To start using it, logon to your Azure AD administration portal – either from the Azure portal (https://portal.azure.com) or from the Azure AD Portal (https://aad.portal.azure.com) and reach the Sign Ins section (below the Activity)
Then select the sign-in activity you want to review/troubleshoot;
Once you have selected the sign-in activity you want to review, all the details related to it are displayed below, in the Summary activity section
From the you can then browse to the Device Info, MFA or Conditional Access to review and probably troubleshoot it