Trying to complete installation of Azure AD Connect and call to DUO for global

Something is cancelling my authentication to Azure AD via DUO MFA after entering account username of Azure AD global administrator. I should get a pop up window from DUO to enter username and password, but instead I get a window that appears to open and closes and a message “Authentication request was cancelled. Learn More” in the AAD Connect application. I believe it is a Windows Server 2019 or AADCONNECT issue but am investigating DUO MFA also.

Troubleshooting Azure AD connectivity via logging into login.microsoftonline.com, microsoft365 and portal.azure.com shows connectivity as does entering an invoke-webrequest -uri adminwebservice.microsoftonline.com/ProvisioningService.svc in powershell returns a 200 or OK status.

Nothing shows up in the event logs on the server. Windows Firewall being disabled shows no effect.