Error creating users in RDM when connected to Azure AD

Hello, I am trying to set up a secure way of using RDM. Part of this is that all users that want to connect to the SQL database have to have an Multifactor Authentication Login setup. I have moved my Database to Azure and I am using Azure AD to connect to the database from the RDM client. This al works, but only for me, the Active Directory admin. When making a new user I get errors that make it so that loggin in does not work as intended or does not work at all. For en examle:

I am trying to add the other RDM admin so we together can start setting up all the users. But when I add him I get the following error:

And when I press OK and he tries to login, he gets the following error:

How can I give myself more privilages as suggested in the first error as I am admin and Active Directory Admin. Also, I can't find the advanced tab when trying to edit one of the new users that I created. I also added myself as a user but I get the same errors. (but I can still login the database as I am the Active Directory Admin)

I hope I explain my problem clear enough so you can help me.

Thanks in advanced!