Multi-factor authentication & skype

Your tenant may need to be enabled for MFA with Skype for Business, it's not enabled by default.  When we did our MFA testing, we ran into problems with the mobile experience that were solved by enabling this.  It's worth ruling out if nothing else. Here are the details:

https://social.technet.microsoft.com/wiki/contents/articles/34339.skype-for-business-online-enable-your-tenant-for-modern-authentication.aspx

It involves running some PowerShell on the tenant, checking the current state, if ClientAdalAuthOverride isn't set to allowed already then run Set-CsOAuthConfiguration -ClientAdalAuthOverride Allowed.