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Authentication error with Azure DB



I have been using Power BI with an Azure database data source for around one year with no issues. A few weeks ago Power BI stopped recognizing the data base credentials. In the same time period, two events happened that (I think) might have affected the connection: 

  1. Our company enabled MFA
  2. The computer I used got replaced with a new one


I verified with the DB administrator that all the settings and credentials are correct (he can access the DB with my credentials), so he suggested that the issue must be with Power BI. I do not use a personal gateway to connect. 


These are the error messages I receive when I try to refresh the content from Power BI desktop: 




Anything I can try? 



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