Thanks for your reply. A small correction "get it working" is pretty relative, because this isn't a solution for us. We found a way to be able to get in, but it isn't a solution.
Within AzureMfa > AuthZ:
1] NPS Extension for Azure MFA: Exception in Authentication Ext for User ErrorCode:: REQUEST_FORMAT_ERROR Msg:: Request cannot be processed without userName attribute Enter ERROR_CODE @ https://go.microsoft.com/fwlink/?linkid=846827 for detailed troubleshooting steps.
2] NPS Extension for Azure MFA: Radius request is missing NAS Identifier and Nas IpAddress attribute.Populating atleast one of these fields is recommended.This is not an error.
I also noticed that we have to enter our credentials twice for a linux machine but for a Windows device only once.
Besides this I noticed that after approving the MFA request for the first login, when I way then for about 10 seconds and then entering the password for the second time, the MFA request works fine. When entering it to fast (within 10 seconds, what normal users will do) it will not send a push notification to my phone.