sapio365 lets you connect to Microsoft 365 and retrieve data from the sign-in events log.
According to Microsoft documentation, you need to have an Azure Active Directory P1 or P2 license to access the sign-in activity report through sapio365 because it uses Microsoft Graph API.
Get user sign-ins
1 - Launch Sign-ins report from the Tenant section on the sapio365 homepage and choose the volume of recorded sign-in entries you wish to retrieve according to a date range.
2 - You can add optional filters to limit the results even further.
3 - Arrange sign-ins using by filtering, sorting or grouping them for a custom report.
Drag and drop the "Status error", "Username" and "City" column titles to the top left of the grid to see the success and error frequencies for each user's sign-in activities.