Unable to change cookie settings for Remote Desktop MacOS

When adding a workspace for any version of Remote Desktop after 10.5, after submitting my initial corporate credentials, the pop up for Microsoft Remote Desktop indicates additional information is required. Instead of allowing me to perform 2FA, the windows indicates cookies are disabled. I attempted to adjust the safari settings thinking it may have been leveraging the settings there but that does not solve the issue. Is there a way to adjust the cookies and security leveraged for the Remote Desktop application. There should be a way to do this.