I received 2FA request but I can't identify the source

Since a couple of weeks, I've started received unwanted prompt on my phone to "confirm my identity": asking me to approve (second factor).

Obviously, this isn't me and I reject those.  At first, I was thinking it was just some phishing/stuffing attack, but I tried to find out how I could see those attempts and it is impossible to see "failed attempt" on the Windows Account web page or on the 2FA application.

I have no clue how to investigate this, I would like to confirm what is the "source" of these attempts. Is there any way to have more extensive logs?