Hi Apostolis, I'm Kelvin an Independent Adviser. I know how frustrating it is getting an error when signing in. Allow me to assist.
It looks like your IP address or region may be mistakenly flagged as risky by Microsoft’s security checks. You can restart the router → unplug 5-10 mins → get a new IP address → clear browser cache and cookies → also try another browser or device → turn off VPN → sign in without VPN
Then check account security at: https://account.live.com/ using a different connection.
Once done, let me know. I will be glad to assist you further.