Windows 10: Unusual activity even with 2FA

This morning I got an email from Microsoft saying that there was a security alert and that my account may have been accessed by someone else. I was suspicious of the email so I signed into Microsoft separately on the browser instead of clicking the link. Lo and behold when I go to recent activity I see that there is "unusual activity" from a login in Tunisia. Not only that but dozens and dozens of unsuccessful login attempts for the past 3 weeks each from a different country, some are in Athens, others Rio or Cape Town etc. I've already changed my password. Now the thing is that I have 2FA wit

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Authy Alternatives for 2FA?

thanks again for the detailed replies. - - - Updated - - - i'm a bit confused about the bitwarden site, Field Guide to Two-Step Login | Bitwarden Help Center they suggest using Authy themselves, lol, but it seems to suggest the 2FA 6-digit code is only available on their mobile app? or do they mean you just need it on the phone to scan the QR?

 

Someone successfully signed into my account, but I never received the 2FA message, even though it's activated. Why is that?

I received an Unusual Activity notification from Microsoft. I checked out the recent activity to see that there was a successful sign-in to Windows from China. Did Microsoft block the sign-in because it was unusual? And why didn't I receive a 2FA message?

 

Microsoft account unusual sign-in activity

Thank you for the reply. I have answered your questions in bold.

But I still fail to see why any of the questions/measures apply to my situation when Microsoft's "Review recent activity" log shows no "unusual sign-in activity" whatsoever. There are approximately 20 sessions showing on my activity log currently, and everyone
single one of them shows them to be: my computer, my IP address, my location, my operating system, my browser; all at times of the day when I was on my computer...

So unless Microsoft's "Review recent activity" page is inaccurate, where on earth is the "unusual sign-in activity" and why am I getting daily emails alerting me to something, that according to Microsoft's "recent activity" log, does not exist?

Thanks for your continued help/efforts,

SR

03/03/17: Update: and, FTR, I got the email again last night, 8 days in a row now. And once again, there is no "unusual sign-in activity" showing in my "recent activity" whatsoever.