As you know, you have at least Azure AD P1 license, you can configure your company branding to use custom background and logo.
That said, even with company branding implemented, there is still settings (favicon or header/footer) using generic Microsoft resources.
Well, the company branding feature has been updated to now allow you to customize the favicon, header/footer. You can even use your own CSS (get the CSS template here https://download.microsoft.com/download/7/2/7/727f287a-125d-4368-a673-a785907ac5ab/custom-styles-template.css)
NOTE deployment is currently underway for tenant configured for preview access, standard tenant will start getting this new capability starting early January
To start customize these resources, connect to your Azure AD (https://aad.portal.azure.com/) or Entra (https://entra.microsoft.com/) portal to access the Company branding blade
Then when you edit your Company branding you will have access to new/additional configuration sections to configure the page layout, header and footer details or the favicon (Basis)
NOTE the edit the header/footer section you need to have them enabled in the Layout section.
In the Sign-in form section you can also customize the self-service password reset text (“can’t access your account” and “forgot your password” default texts)
Once you have completed the branding, the corresponding pages will be fully custom branded (it may take 15 minute to be taken into account)
If you have company branding page configured for additional language, you will have to apply the same customization