Never explored it. But, in general ONTAP do support Multifactor authentication beginning with 9.3. Have a look at the two articles. There is no specific mention of the 'DUO' though (IDP- identity provider).
Same here, maybe I got too ambitious! Haven't really found anything that says how I can use Azure AD as IdP, or if I can't. Sounds more like I'll need to use a separate IdP that will then authenticate against AzureAD.