Did you have FileVault enabled? I have the same problem for my users. It wasn't happening a few weeks ago but last week the issue started to appear after enrolling a couple users. User enrolled in Jamf Pro and Connect with no issues, but then they did their first restart and can't login.
I also have it a bit worst where one user had only their local account, there was no local admin account created. No reset password option appears. We can't even wipe the Mac as the recovery key wasn't escrowed to Jamf. Likely due to not reaching the inventory check-in. At this point, this Mac is dead as we can't login nor wipe it.
Luckily, I had a local admin account that accepts the admin password. Once logged in, the AzureAD login window appears and the user can login with their Azure credentials. So what I did is create another local account standard user so the user can login to get the AzureAD window, without admin intervention, until we find out why this happened and how to resolve it.
As a precaution now, instead of relying on a policy to create the local admin account, I am making sure I manually create it just in case something happened. Once Jamf Connect is setup, I make sure we run a inventory update so the recovery key is escrowed.
We have a Jamf Support ticket open and so far, haven't gotten any where. The only thing we know is somehow the password got out of sync after FileVault was enabled. They also mention Jamf Connect wouldn't cause such an issue and realistically, nothing else they can do.It doesn't recognize the password the user use to login to their local account nor their AzureAD password since this was just the default MacOS login screen.
