My use case is almost identical to yours.
Windows RDP environment with TOTP and MS Authenticator and Exchange SE
I set it up two weeks ago and didn’t encounter any particular difficulties during the installation or configuration.
I don’t grant users access to the portal; instead, I generate the TOTP tokens myself and send an email with the QR code in PNG format. However, users can access their mailbox outside of RDP sessions; they can scan the QR code before their first login. I’m not sure if it’s possible to allow a first login without MFA.
The Windows provider agent installs flawlessly on the first try. It offers a wide range of options.
I think it’s an excellent product with lots of features and support for a wide variety of token types.