Authenticator timer says it was sync'd.
I cut and paste all of the codes into an excel file which was printed out and stored. I am 100% positive the security keys are correct.
Just tried the Aegis app and having the same problem....
You can try it by another way, with my assumption is your timer does not match with exchange timer.
Log in your exchange account, fill in all details and only let the 2FA code as last thing you will fill in.
Open your 2FA app, wait till the timer is running out (the circle), remember those 6 figures. Wait the next passes about one fourth, two fourth, three fourth of the round and fill the previous code in, click log in.
Try it carefully and pay your attention on the attempt limits. Exceed the limit can get your account frozen because security protection from exchange.