Dell OptiPlex 3000 Thin Client not showing my RDP sessions

We have few Dell OptiPlex 3000 Thin Clients, when I'm trying to log on first time it's asking me to sign in me via my Microsoft account.  Providing the sign in details it's requesting approval of MFA on my Phone. After approving it's say could not add account.

Key thing is Some of us have more than one AVD sessions assigned. Users with one AVD session is working fine, but not for someone with multiple AVD sessions,  neither of the sessions working.