Try logging in to https://aka.ms/mfasetup . If you can’t log in here without being asked to authenticate please email help@strath.ac.uk for assistance. If you can’t access your university email, please email from the personal email address that you have registered on Pegasus. 

Please include your DS username and your university email address. 

If you can log in to https://aka.ms/mfasetup but are unable to complete the set up of the authenticator app follow the solution How do I set up MFA for Verification by Text? This method will guide you to set up text verification first and then add the authenticator app as another method. Once you have set up both text messages and the app you can go to https://aka.ms/mysecurityinfo to set your preferred method.