We are authenticating users using Microsoft Login Connector to provide Single Sign-On. This is not working for customer belonging to other country.
They are receiving "login.Microsoftonline.com. Refused Connection" message on their browser.
Office 365 can have access limited by country
https://www.michev.info/Blog/Post/2186/limiting-access-to-office-365-by-country
Maybe this also applies to Azure active directory.
Check with the systemadministrator responsible for the Azure subscription