World of EUC

The only thing I can think of in that regard is if you may have enabled ADAL and disabled AADWAM via registry:
<https://cloud.foetron.com/support/solutions/articles/14000107078-disable-adal-for-outlook-outlook-prompts-for-password>

I have not seen issues with Office 365 and MFA in Edge, Chrome or Firefox

We don't have enabled ADAL and disabled AADWAM.

I did find the following on <https://dirteam.com/sander/2020/11/06/some-microsoft-365-services-are-turning-the-page-on-internet-explorer-11-this-month/>:
*To use the Chromium-based Microsoft Edge and the Microsoft 365 Apps for Enterprise (formerly known as Office 365 Professional Plus), Remote Desktop Services hosts need to run at least Windows Server 2019.*

But that is the only place (up til now) that I can find a reference to this statement that the combination of Office 365 for Enterprise + RDS + *Windows 2016* doesn't work.

If you know the URL that it connects to you could use Avanite Webdata Control / Ivanti Browser Management to force it to open in Edge Chromium. Happy to hop on a call and show you what it could do for you.

I am not sure if that will work, I think Office is using the engine of IE or using the wrong User-Agent, so that our MFA vendor thinks it is IE.
I have tried disabling IE (NotifyDisableIEOptions=1), but that didn't help for Office, if I start IE I get redirected to Edge.

You will probably be able to use IE Mode, opening the URL in an emulated IE11 tab in Edge

I tried using Enterprise Mode, but still Office is using it's 'own engine'.
When I start IE and type in the URL I configured to go to Edge, it works OK.

This is using the Sign in option in Word for example, after configuring the EnterpriseMode list.