Interesting, I've been fighting with the MS authenticator app not working properly on iOS devices for ages, and never thought to disconnect from WiFi and try 4G. But we've had the same thing, can OAuth login fine on the phone, get the Authenticator popup and hit approve, but then it never goes any the further in the settings. Just sits with the moving dots on the MS login page. I had to go back to app passwords so users could keep using the builin Mail app. They always said it worked fine for a couple months, but then randomly stopped working. Now that I think about it, in every case that it stopped working, they were in the office connected to WiFi. I remember that even when I first set them up with MFA, it would often take a handul of tries before it would actually continue correctly.
And today I've been fighting with OAuth login on my Android phone, similar problem. Runs through account setup and I can login fine at the MS login page, but hangs on "Getting account info" after the MFA popup. I just put my phone on 4G, and it went straight through first try and email is working fine.
4G is with the same ISP over same network, so I don't think it's an ISP specific issue. I don't have any filtering on this SSID, either.
I might have to investigate further and see if this actually is WiFi related, which seems bizarre.