Earlier quoted context omitted.
Just looked - Microsoft Authenticator doesn't appear to work. I might be able to get off of it but it will take some prep. My banks are supported so that's good.
Why would you use Microsoft Authenticator when there are hundreds of other apps that manage OTPs? Use aegis https://f-droid.org/packages/com.beemdevelopment.aegis/
My uni does it and I've had use the only alternative option, cell call, and rigged Tasker to automatically answered and play the needed tone so I don't need to carry it with me.