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Change user's password - Users exist in Azure AD



The users are in Azure AD and login is redirecting to Azure AD login page. However I am unable to configure the change password either through the lock screen or through the authentication api.
The lock screen says the email was sent successfully but the email never makes it to the user. The authentication api seems to support just the database connection.
Is there any way to change the user’s password when the users are part of Azure AD.